-25.9%
UPS vs URI
+113.1%
-139.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -3.5% | -12.9% | +9.4% | -0.4% |
| 3M | -5.7% | -6.7% | +1.0% | -4.4% |
| 6M | -4.4% | +19.0% | -23.4% | -9.2% |
| YTD | +8.0% | +25.5% | -17.5% | +0.4% |
| 1Y | +29.0% | +5.5% | +23.5% | +25.1% |
| All | -25.9% | +113.1% | -139.1% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling