+101.3%
CSCO vs URI
+155.7%
-54.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -4.7% | -6.0% | +1.3% | -3.6% |
| 30D | -17.1% | +4.6% | -21.7% | -17.8% |
| 3M | -19.6% | -2.7% | -16.9% | -19.3% |
| 6M | +2.4% | +18.4% | -16.0% | -0.9% |
| YTD | +29.8% | +37.4% | -7.6% | +20.6% |
| 1Y | +38.7% | +30.4% | +8.3% | +30.3% |
| 3Y | +101.3% | +147.9% | -46.6% | +58.1% |
| All | +101.3% | +155.7% | -54.4% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling