+43.3%
ADP vs URI
+161.0%
-117.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -0.8% |
| 7D | +1.1% | -4.0% | +5.1% | +1.3% |
| 30D | +11.5% | +6.8% | +4.7% | +10.9% |
| 3M | +12.0% | -2.8% | +14.9% | +12.1% |
| 6M | +43.8% | +20.9% | +22.9% | +40.8% |
| YTD | +20.1% | +40.2% | -20.2% | +15.0% |
| 1Y | +22.3% | +34.1% | -11.8% | +17.8% |
| 3Y | +43.3% | +164.1% | -120.9% | +27.6% |
| All | +43.3% | +161.0% | -117.7% | +27.6% |
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