+120.5%
URI vs EL
-31.7%
+152.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.1% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -12.9% | +19.8% | -32.8% | -16.1% |
| 3M | -6.7% | +25.7% | -32.4% | -11.1% |
| 6M | +19.0% | +5.4% | +13.5% | +17.0% |
| YTD | +25.5% | +0.2% | +25.3% | +23.9% |
| 1Y | +5.5% | +20.4% | -14.9% | -0.2% |
| All | +120.5% | -31.7% | +152.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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