+7,128.3%
URI vs ES
+1,435.0%
+5,693.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -8.1% |
| 7D | -12.9% | +5.9% | -18.8% | -15.3% |
| 30D | -3.4% | +10.2% | -13.6% | -7.8% |
| 3M | -10.0% | +0.4% | -10.4% | -10.5% |
| 6M | +12.2% | +6.9% | +5.3% | +8.0% |
| YTD | +29.8% | +10.5% | +19.2% | +22.9% |
| 1Y | +24.6% | +3.2% | +21.4% | +21.0% |
| 3Y | +137.6% | +49.0% | +88.5% | +88.1% |
| 5Y | +176.6% | +4.5% | +172.2% | +156.1% |
| 10Y | +1,402.6% | +92.3% | +1,310.2% | +843.3% |
| All | +7,128.3% | +1,435.0% | +5,693.4% | +2,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling