+116.8%
EXPE vs URI
+155.7%
-38.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -11.2% | -6.0% | -5.2% | -9.7% |
| 30D | -7.5% | +4.6% | -12.1% | -8.7% |
| 3M | -19.1% | -2.7% | -16.4% | -18.7% |
| 6M | +10.7% | +18.4% | -7.6% | +3.6% |
| YTD | -9.9% | +37.4% | -47.3% | -22.3% |
| 1Y | -4.6% | +30.4% | -35.0% | -15.7% |
| 3Y | +116.8% | +147.9% | -31.1% | +46.0% |
| All | +116.8% | +155.7% | -38.9% | +46.0% |
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