+93.4%
GOOG vs URI
+199.0%
-105.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.1% | -0.8% |
| 7D | +2.9% | -4.0% | +6.9% | +3.7% |
| 30D | -17.8% | +6.8% | -24.6% | -19.3% |
| 3M | -19.0% | -2.8% | -16.2% | -18.9% |
| 6M | -27.9% | +20.9% | -48.7% | -32.1% |
| YTD | -8.7% | +40.2% | -48.9% | -18.8% |
| 1Y | +2.5% | +34.1% | -31.6% | -7.7% |
| 3Y | +119.2% | +164.1% | -44.9% | +49.9% |
| 5Y | +93.4% | +199.3% | -105.9% | +18.5% |
| All | +93.4% | +199.0% | -105.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling