+4,681.2%
DELL vs URI
+1,246.3%
+3,435.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +14.9% | -2.0% | +16.9% | +15.8% |
| 30D | +13.3% | -12.9% | +26.2% | +19.4% |
| 3M | +24.4% | -6.7% | +31.1% | +27.3% |
| 6M | +258.0% | +19.0% | +239.0% | +228.0% |
| YTD | +320.2% | +25.5% | +294.7% | +272.2% |
| 1Y | +319.1% | +5.5% | +313.5% | +297.4% |
| 3Y | +706.5% | +111.3% | +595.2% | +472.6% |
| 5Y | +1,071.9% | +198.6% | +873.4% | +609.8% |
| 10Y | +4,683.5% | +1,179.9% | +3,503.6% | +1,704.1% |
| All | +4,681.2% | +1,246.3% | +3,435.0% | +1,663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling