+17.8%
ADP vs URI
+113.1%
-95.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -3.4% | -2.0% | -1.5% | -3.3% |
| 30D | +2.8% | -12.9% | +15.7% | +3.9% |
| 3M | +20.9% | -6.7% | +27.7% | +21.2% |
| 6M | +29.9% | +19.0% | +10.9% | +26.3% |
| YTD | +9.6% | +25.5% | -15.9% | +5.5% |
| 1Y | -5.3% | +5.5% | -10.8% | -6.6% |
| All | +17.8% | +113.1% | -95.3% | -1.3% |
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 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