+316.8%
ADP vs URI
+1,374.0%
-1,057.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | +3.2% | -9.8% | +13.0% | +5.6% |
| 30D | +14.9% | +1.7% | +13.2% | +14.1% |
| 3M | +11.6% | -9.1% | +20.7% | +13.5% |
| 6M | +48.5% | +9.9% | +38.6% | +43.0% |
| YTD | +20.6% | +31.2% | -10.6% | +9.0% |
| 1Y | +23.7% | +25.9% | -2.2% | +12.9% |
| 3Y | +47.8% | +147.4% | -99.6% | +7.0% |
| 5Y | +47.7% | +179.7% | -132.0% | -0.5% |
| All | +316.8% | +1,374.0% | -1,057.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling