+30.6%
UPS vs URI
+33.3%
-2.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +5.5% |
| 7D | +8.2% | -4.3% | +12.6% | +9.0% |
| 30D | +22.7% | +4.6% | +18.1% | +21.5% |
| 3M | +6.4% | -2.1% | +8.6% | +6.7% |
| 6M | +22.6% | +21.9% | +0.7% | +17.6% |
| YTD | +20.7% | +39.7% | -19.0% | +8.7% |
| 1Y | +30.6% | +32.9% | -2.2% | +20.7% |
| All | +30.6% | +33.3% | -2.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling