+49.1%
ADP vs URI
+209.3%
-160.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +0.3% | +9.3% | -9.1% | -1.2% |
| 30D | +11.6% | +7.6% | +4.0% | +10.0% |
| 3M | +15.1% | +1.0% | +14.0% | +14.4% |
| 6M | +46.0% | +19.8% | +26.2% | +39.9% |
| YTD | +22.4% | +41.9% | -19.5% | +11.8% |
| 1Y | +24.5% | +33.4% | -8.9% | +15.2% |
| 3Y | +44.8% | +156.0% | -111.2% | +7.9% |
| 5Y | +49.1% | +209.5% | -160.5% | -1.3% |
| All | +49.1% | +209.3% | -160.3% | -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 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