+7,128.3%
URI vs EL
+995.0%
+6,133.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -5.3% |
| 7D | -12.9% | -1.1% | -11.9% | -12.7% |
| 30D | -3.4% | +15.3% | -18.7% | -9.9% |
| 3M | -10.0% | +24.2% | -34.2% | -19.9% |
| 6M | +12.2% | +30.9% | -18.7% | -3.8% |
| YTD | +29.8% | +3.9% | +25.9% | +20.3% |
| 1Y | +24.6% | +19.9% | +4.7% | +7.5% |
| 3Y | +137.6% | +2.5% | +135.1% | +97.5% |
| 5Y | +176.6% | -66.7% | +243.4% | +296.1% |
| 10Y | +1,402.6% | +54.9% | +1,347.7% | +870.2% |
| All | +7,128.3% | +995.0% | +6,133.3% | +1,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling