+227.0%
UPS vs URI
+6,233.7%
-6,006.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -3.5% | -12.9% | +9.4% | -1.0% |
| 3M | -5.7% | -6.7% | +1.0% | -4.7% |
| 6M | -4.4% | +19.0% | -23.4% | -8.2% |
| YTD | +8.0% | +25.5% | -17.5% | +2.3% |
| 1Y | +29.0% | +5.5% | +23.5% | +26.0% |
| 3Y | -27.7% | +111.3% | -139.0% | -39.1% |
| 5Y | -34.3% | +198.6% | -232.9% | -48.8% |
| 10Y | +37.8% | +1,179.9% | -1,142.1% | -21.2% |
| All | +227.0% | +6,233.7% | -6,006.7% | +7.4% |
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