+335.7%
CSCO vs URI
+1,189.9%
-854.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | +6.6% | +9.3% | -2.8% | +4.1% |
| 30D | -11.3% | +7.6% | -18.9% | -13.1% |
| 3M | -17.3% | +1.0% | -18.4% | -17.8% |
| 6M | +3.5% | +19.8% | -16.3% | -1.8% |
| YTD | +34.9% | +41.9% | -7.0% | +20.1% |
| 1Y | +40.5% | +33.4% | +7.1% | +27.1% |
| 3Y | +109.3% | +156.0% | -46.8% | +52.4% |
| 5Y | +105.9% | +209.5% | -103.7% | +36.5% |
| All | +335.7% | +1,189.9% | -854.2% | +89.1% |
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 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