+6,893.4%
URI vs ES
+1,398.7%
+5,494.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -12.9% | -2.0% | -11.0% | -12.2% |
| 3M | -6.7% | +1.7% | -8.4% | -7.8% |
| 6M | +19.0% | -3.5% | +22.5% | +20.4% |
| YTD | +25.5% | +7.9% | +17.6% | +20.5% |
| 1Y | +5.5% | +17.2% | -11.6% | -3.4% |
| 3Y | +111.3% | +29.3% | +82.0% | +79.1% |
| 5Y | +198.6% | -5.7% | +204.3% | +190.5% |
| 10Y | +1,179.9% | +85.2% | +1,094.7% | +721.1% |
| All | +6,893.4% | +1,398.7% | +5,494.7% | +2,188.9% |
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