+144.6%
URI vs ES
+50.7%
+93.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -7.6% |
| 7D | -12.9% | +5.9% | -18.8% | -14.1% |
| 30D | -3.4% | +10.2% | -13.6% | -5.6% |
| 3M | -10.0% | +0.4% | -10.4% | -10.2% |
| 6M | +12.2% | +6.9% | +5.3% | +10.1% |
| YTD | +29.8% | +10.5% | +19.2% | +26.3% |
| 1Y | +24.6% | +3.2% | +21.4% | +22.6% |
| All | +144.6% | +50.7% | +93.9% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling