+23.3%
UPS vs URI
+26.0%
-2.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | 0.0% | -9.8% | +9.8% | +1.9% |
| 30D | +17.3% | +1.7% | +15.6% | +16.8% |
| 3M | +6.6% | -9.1% | +15.7% | +8.3% |
| 6M | +12.0% | +9.9% | +2.1% | +9.5% |
| YTD | +14.4% | +31.2% | -16.8% | +4.2% |
| 1Y | +23.3% | +25.9% | -2.6% | +14.7% |
| All | +23.3% | +26.0% | -2.7% | +14.7% |
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