+135.3%
JPM vs URI
+203.0%
-67.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +3.5% | +6.7% | -3.2% | +1.5% |
| 30D | +3.3% | +8.9% | -5.6% | +0.4% |
| 3M | -4.2% | +0.5% | -4.7% | -4.9% |
| 6M | +16.4% | +20.7% | -4.3% | +8.5% |
| YTD | +9.5% | +40.0% | -30.5% | -4.6% |
| 1Y | +14.0% | +34.4% | -20.4% | +0.6% |
| 3Y | +153.1% | +149.5% | +3.6% | +72.0% |
| All | +135.3% | +203.0% | -67.7% | +43.8% |
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