+119.2%
GOOG vs URI
+161.0%
-41.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.1% | -0.1% |
| 7D | +2.9% | -4.0% | +6.9% | +3.3% |
| 30D | -17.8% | +6.8% | -24.6% | -18.6% |
| 3M | -19.0% | -2.8% | -16.2% | -18.9% |
| 6M | -27.9% | +20.9% | -48.7% | -30.4% |
| YTD | -8.7% | +40.2% | -48.9% | -15.0% |
| 1Y | +2.5% | +34.1% | -31.6% | -3.8% |
| 3Y | +119.2% | +164.1% | -44.9% | +90.8% |
| All | +119.2% | +161.0% | -41.7% | +90.8% |
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 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