+25.9%
URI vs ES
+1.8%
+24.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.8% |
| 7D | -9.8% | +1.9% | -11.7% | -10.4% |
| 30D | +1.7% | +7.1% | -5.3% | -0.3% |
| 3M | -9.1% | -1.9% | -7.1% | -8.8% |
| 6M | +9.9% | +4.4% | +5.5% | +7.7% |
| YTD | +31.2% | +7.3% | +23.9% | +27.8% |
| 1Y | +25.9% | +2.1% | +23.8% | +23.3% |
| All | +25.9% | +1.8% | +24.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling