-34.5%
UPS vs URI
+166.6%
-201.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | 0.0% | -9.8% | +9.8% | +3.0% |
| 30D | +17.3% | +1.7% | +15.6% | +16.5% |
| 3M | +6.6% | -9.1% | +15.7% | +9.1% |
| 6M | +12.0% | +9.9% | +2.1% | +7.8% |
| YTD | +14.4% | +31.2% | -16.8% | +2.5% |
| 1Y | +23.3% | +25.9% | -2.6% | +11.9% |
| 3Y | -9.6% | +147.4% | -157.0% | -38.7% |
| All | -34.5% | +166.6% | -201.0% | -59.5% |
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