+855.0%
EXPE vs URI
+5,512.7%
-4,657.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.2% |
| 7D | -9.5% | -2.0% | -7.6% | -8.9% |
| 30D | -6.6% | -12.9% | +6.3% | -2.3% |
| 3M | +31.4% | -6.7% | +38.1% | +33.2% |
| 6M | +35.2% | +19.0% | +16.2% | +23.8% |
| YTD | +5.8% | +25.5% | -19.7% | -5.7% |
| 1Y | +38.7% | +5.5% | +33.1% | +31.2% |
| 3Y | +175.8% | +111.3% | +64.5% | +101.5% |
| 5Y | +111.8% | +198.6% | -86.7% | +36.3% |
| 10Y | +179.7% | +1,179.9% | -1,000.2% | +6.8% |
| All | +855.0% | +5,512.7% | -4,657.7% | +63.2% |
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