+38.0%
DELL vs URI
+12.1%
+25.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.0% |
| 7D | -22.6% | -9.8% | -12.8% | -17.4% |
| 30D | -43.2% | +1.7% | -44.9% | -42.1% |
| 3M | -24.8% | -9.1% | -15.8% | -20.5% |
| 6M | +38.0% | +9.9% | +28.1% | +46.6% |
| All | +38.0% | +12.1% | +25.9% | +46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling