+176.6%
URI vs ES
+5.0%
+171.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -7.7% |
| 7D | -12.9% | +5.9% | -18.8% | -14.5% |
| 30D | -3.4% | +10.2% | -13.6% | -6.4% |
| 3M | -10.0% | +0.4% | -10.4% | -10.3% |
| 6M | +12.2% | +6.9% | +5.3% | +9.4% |
| YTD | +29.8% | +10.5% | +19.2% | +25.1% |
| 1Y | +24.6% | +3.2% | +21.4% | +22.1% |
| 3Y | +137.6% | +49.0% | +88.5% | +97.9% |
| 5Y | +176.6% | +4.5% | +172.2% | +159.2% |
| All | +176.6% | +5.0% | +171.7% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling