+552.2%
DELL vs URI
+166.6%
+385.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.1% |
| 7D | -22.6% | -9.8% | -12.8% | -18.4% |
| 30D | -43.2% | +1.7% | -44.9% | -43.2% |
| 3M | -24.8% | -9.1% | -15.8% | -21.2% |
| 6M | +38.0% | +9.9% | +28.1% | +32.2% |
| YTD | +163.7% | +31.2% | +132.5% | +124.8% |
| 1Y | +122.5% | +25.9% | +96.6% | +94.1% |
| 3Y | +377.0% | +147.4% | +229.6% | +191.0% |
| All | +552.2% | +166.6% | +385.6% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling