+45.9%
UPS vs URI
+1,173.3%
-1,127.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +3.8% | +6.7% | -2.9% | +1.9% |
| 30D | +17.4% | +8.9% | +8.5% | +14.5% |
| 3M | +8.2% | +0.5% | +7.7% | +7.5% |
| 6M | +17.9% | +20.7% | -2.7% | +11.2% |
| YTD | +18.7% | +40.0% | -21.3% | +6.0% |
| 1Y | +24.8% | +34.4% | -9.6% | +12.7% |
| 3Y | -4.5% | +149.5% | -154.0% | -29.6% |
| 5Y | -33.2% | +205.6% | -238.8% | -54.7% |
| All | +45.9% | +1,173.3% | -1,127.4% | -31.8% |
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 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