+49.1%
ADP vs URI
+166.6%
-117.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | +3.2% | -9.8% | +13.0% | +4.9% |
| 30D | +14.9% | +1.7% | +13.2% | +14.3% |
| 3M | +11.6% | -9.1% | +20.7% | +12.9% |
| 6M | +48.5% | +9.9% | +38.6% | +44.3% |
| YTD | +20.6% | +31.2% | -10.6% | +11.6% |
| 1Y | +23.7% | +25.9% | -2.2% | +15.4% |
| 3Y | +47.8% | +147.4% | -99.6% | +10.1% |
| All | +49.1% | +166.6% | -117.5% | +1.1% |
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