+53.2%
ADP vs URI
+200.7%
-147.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -3.4% | -2.0% | -1.5% | -3.1% |
| 30D | +2.8% | -12.9% | +15.7% | +5.1% |
| 3M | +20.9% | -6.7% | +27.7% | +21.7% |
| 6M | +29.9% | +19.0% | +10.9% | +23.7% |
| YTD | +9.6% | +25.5% | -15.9% | +2.7% |
| 1Y | -5.3% | +5.5% | -10.8% | -8.0% |
| 3Y | +16.5% | +111.3% | -94.8% | -8.7% |
| All | +53.2% | +200.7% | -147.5% | +0.9% |
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 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