+252.8%
ADSK vs URI
+1,189.9%
-937.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.6% | +9.3% | -12.9% | -6.8% |
| 30D | +12.6% | +7.6% | +5.0% | +9.0% |
| 3M | +4.0% | +1.0% | +2.9% | +2.5% |
| 6M | +10.5% | +19.8% | -9.4% | +0.7% |
| YTD | -12.3% | +41.9% | -54.2% | -27.8% |
| 1Y | -14.0% | +33.4% | -47.4% | -27.4% |
| 3Y | +23.2% | +156.0% | -132.8% | -24.9% |
| 5Y | -21.2% | +209.5% | -230.7% | -57.2% |
| All | +252.8% | +1,189.9% | -937.1% | +12.7% |
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