+506.0%
JPM vs URI
+1,313.6%
-807.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.6% | -0.3% |
| 7D | +0.4% | -4.0% | +4.5% | +1.8% |
| 30D | +2.7% | +6.8% | -4.1% | -0.1% |
| 3M | -3.8% | -2.8% | -1.0% | -3.5% |
| 6M | +14.3% | +20.9% | -6.5% | +4.6% |
| YTD | +8.2% | +40.2% | -32.0% | -8.8% |
| 1Y | +11.0% | +34.1% | -23.1% | -4.9% |
| 3Y | +152.7% | +164.1% | -11.5% | +56.8% |
| 5Y | +130.8% | +199.3% | -68.5% | +29.9% |
| 10Y | +506.0% | +1,218.8% | -712.9% | +68.1% |
| All | +506.0% | +1,313.6% | -807.7% | +68.1% |
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