+697.3%
DELL vs URI
+121.2%
+576.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +14.9% | -2.0% | +16.9% | +15.9% |
| 30D | +13.3% | -12.9% | +26.2% | +19.7% |
| 3M | +24.4% | -6.7% | +31.1% | +27.5% |
| 6M | +258.0% | +19.0% | +239.0% | +227.1% |
| YTD | +320.2% | +25.5% | +294.7% | +266.9% |
| 1Y | +319.1% | +5.5% | +313.5% | +298.8% |
| All | +697.3% | +121.2% | +576.1% | +494.0% |
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