+49.6%
ADP vs URI
+178.2%
-128.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +2.3% |
| 7D | +7.4% | -12.9% | +20.3% | +9.7% |
| 30D | +17.1% | -3.4% | +20.5% | +17.5% |
| 3M | +14.4% | -10.0% | +24.5% | +16.0% |
| 6M | +47.9% | +12.2% | +35.7% | +43.1% |
| YTD | +22.1% | +29.8% | -7.7% | +13.2% |
| 1Y | +21.8% | +24.6% | -2.8% | +13.8% |
| 3Y | +50.5% | +137.6% | -87.1% | +13.3% |
| 5Y | +49.6% | +176.6% | -127.1% | +1.5% |
| All | +49.6% | +178.2% | -128.6% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling