+479.1%
JPM vs URI
+1,189.1%
-710.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | +1.2% | -6.0% | +7.2% | +3.3% |
| 30D | +2.7% | +4.6% | -1.9% | +0.7% |
| 3M | -4.5% | -2.7% | -1.8% | -4.2% |
| 6M | +14.3% | +18.4% | -4.1% | +5.4% |
| YTD | +8.2% | +37.4% | -29.1% | -8.1% |
| 1Y | +10.0% | +30.4% | -20.3% | -4.7% |
| 3Y | +149.0% | +147.9% | +1.0% | +58.6% |
| 5Y | +131.0% | +202.1% | -71.0% | +29.4% |
| 10Y | +479.1% | +1,182.4% | -703.4% | +62.1% |
| All | +479.1% | +1,189.1% | -710.0% | +62.1% |
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