+214.2%
ADSK vs URI
+1,233.8%
-1,019.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.8% |
| 7D | -10.9% | -0.5% | -10.4% | -10.9% |
| 30D | -15.9% | -13.4% | -2.5% | -11.7% |
| 3M | -4.4% | -6.2% | +1.8% | -3.4% |
| 6M | -16.6% | +28.0% | -44.6% | -27.2% |
| YTD | -28.5% | +23.0% | -51.5% | -37.2% |
| 1Y | -34.6% | +5.5% | -40.2% | -39.2% |
| 3Y | -3.5% | +119.2% | -122.6% | -36.6% |
| 5Y | -25.6% | +201.0% | -226.6% | -58.3% |
| All | +214.2% | +1,233.8% | -1,019.6% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling