+47.1%
ADP vs URI
+153.1%
-106.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | +2.2% | +6.7% | -4.6% | +1.8% |
| 30D | +10.6% | +8.9% | +1.7% | +9.9% |
| 3M | +12.9% | +0.5% | +12.4% | +12.7% |
| 6M | +50.6% | +20.7% | +30.0% | +47.5% |
| YTD | +23.2% | +40.0% | -16.8% | +18.0% |
| 1Y | +25.3% | +34.4% | -9.1% | +20.6% |
| 3Y | +47.1% | +149.5% | -102.3% | +31.9% |
| All | +47.1% | +153.1% | -106.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling