+1,648.9%
FDX vs URI
+7,377.6%
-5,728.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.1% | +3.3% | -2.0% |
| 7D | +2.9% | -12.9% | +15.8% | +6.5% |
| 30D | +9.6% | -3.4% | +13.0% | +10.4% |
| 3M | +2.4% | -10.0% | +12.4% | +4.7% |
| 6M | +9.2% | +12.2% | -3.0% | +5.3% |
| YTD | +37.7% | +29.8% | +8.0% | +26.4% |
| 1Y | +56.1% | +24.6% | +31.5% | +44.7% |
| 3Y | +68.9% | +137.6% | -68.7% | +30.7% |
| 5Y | +79.0% | +176.6% | -97.7% | +30.8% |
| 10Y | +163.9% | +1,402.6% | -1,238.7% | +23.0% |
| All | +1,648.9% | +7,377.6% | -5,728.7% | +329.2% |
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