+254.7%
UPS vs URI
+6,975.7%
-6,721.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +1.2% |
| 7D | +1.1% | -4.0% | +5.2% | +1.8% |
| 30D | +17.3% | +6.8% | +10.5% | +15.7% |
| 3M | +7.9% | -2.8% | +10.7% | +8.1% |
| 6M | +13.7% | +20.9% | -7.1% | +9.1% |
| YTD | +17.2% | +40.2% | -23.1% | +8.4% |
| 1Y | +23.2% | +34.1% | -10.8% | +14.9% |
| 3Y | -5.9% | +164.1% | -170.0% | -24.0% |
| 5Y | -33.1% | +199.3% | -232.4% | -47.9% |
| 10Y | +44.3% | +1,218.8% | -1,174.5% | -18.0% |
| All | +254.7% | +6,975.7% | -6,721.0% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling