+155.3%
JPM vs URI
+200.7%
-45.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.4% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | -0.2% | -12.9% | +12.8% | +3.9% |
| 3M | +15.9% | -6.7% | +22.6% | +17.5% |
| 6M | +20.9% | +19.0% | +2.0% | +12.3% |
| YTD | +12.9% | +25.5% | -12.7% | +1.9% |
| 1Y | +20.3% | +5.5% | +14.8% | +15.0% |
| 3Y | +160.9% | +111.3% | +49.6% | +87.2% |
| All | +155.3% | +200.7% | -45.4% | +50.9% |
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 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