+120.5%
URI vs EXEL
+160.6%
-40.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.0% | +8.4% | -10.4% | -2.9% |
| 30D | -12.9% | +4.1% | -17.0% | -13.4% |
| 3M | -6.7% | +12.4% | -19.2% | -8.2% |
| 6M | +19.0% | +41.5% | -22.6% | +13.7% |
| YTD | +25.5% | +34.6% | -9.1% | +20.4% |
| 1Y | +5.5% | +57.9% | -52.3% | -0.9% |
| All | +120.5% | +160.6% | -40.1% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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