+199.3%
URI vs ES
+2.9%
+196.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | -4.0% | -0.1% | -3.9% | -4.1% |
| 30D | +6.8% | +5.7% | +1.1% | +4.8% |
| 3M | -2.8% | -2.8% | 0.0% | -2.2% |
| 6M | +20.9% | +7.0% | +13.9% | +17.6% |
| YTD | +40.2% | +6.8% | +33.5% | +36.5% |
| 1Y | +34.1% | -0.5% | +34.5% | +32.8% |
| 3Y | +164.1% | +47.2% | +117.0% | +120.1% |
| 5Y | +199.3% | +2.3% | +197.1% | +177.5% |
| All | +199.3% | +2.9% | +196.4% | +177.5% |
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