-32.7%
UPS vs URI
+203.0%
-235.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +3.8% | +6.7% | -2.9% | +1.8% |
| 30D | +17.4% | +8.9% | +8.5% | +14.2% |
| 3M | +8.2% | +0.5% | +7.7% | +7.4% |
| 6M | +17.9% | +20.7% | -2.7% | +10.4% |
| YTD | +18.7% | +40.0% | -21.3% | +4.3% |
| 1Y | +24.8% | +34.4% | -9.6% | +11.0% |
| 3Y | -4.5% | +149.5% | -154.0% | -35.2% |
| All | -32.7% | +203.0% | -235.7% | -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