+11,639.4%
GOOG vs URI
+5,968.1%
+5,671.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | -16.7% | +8.9% | -25.6% | -18.5% |
| 3M | -15.2% | +0.8% | -16.0% | -15.8% |
| 6M | -24.8% | +23.1% | -47.9% | -29.0% |
| YTD | -7.2% | +43.1% | -50.3% | -16.4% |
| 1Y | -0.1% | +35.7% | -35.8% | -9.0% |
| 3Y | +118.8% | +158.2% | -39.4% | +68.4% |
| 5Y | +99.9% | +212.6% | -112.6% | +44.6% |
| 10Y | +678.2% | +1,210.8% | -532.6% | +287.4% |
| All | +11,639.4% | +5,968.1% | +5,671.3% | +3,171.9% |
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