+702.3%
GOOG vs URI
+1,173.3%
-471.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +3.0% | +6.7% | -3.7% | +1.3% |
| 30D | -14.9% | +8.9% | -23.7% | -17.0% |
| 3M | -14.9% | +0.5% | -15.4% | -15.5% |
| 6M | -26.6% | +20.7% | -47.3% | -31.2% |
| YTD | -6.6% | +40.0% | -46.6% | -17.5% |
| 1Y | +5.1% | +34.4% | -29.3% | -6.2% |
| 3Y | +121.0% | +149.5% | -28.5% | +58.5% |
| 5Y | +97.3% | +205.6% | -108.2% | +28.5% |
| All | +702.3% | +1,173.3% | -471.0% | +266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling