+13,444.1%
GOOG vs URI
+5,225.0%
+8,219.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -2.1% | -2.0% | -0.2% | -1.7% |
| 30D | -6.8% | -12.9% | +6.1% | -4.1% |
| 3M | -9.1% | -6.7% | -2.4% | -8.3% |
| 6M | +10.7% | +19.0% | -8.3% | +4.9% |
| YTD | +7.1% | +25.5% | -18.5% | -0.4% |
| 1Y | +44.6% | +5.5% | +39.1% | +39.6% |
| 3Y | +147.4% | +111.3% | +36.1% | +99.5% |
| 5Y | +133.8% | +198.6% | -64.7% | +71.2% |
| 10Y | +777.5% | +1,179.9% | -402.4% | +339.4% |
| All | +13,444.1% | +5,225.0% | +8,219.2% | +3,800.2% |
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