+7,302.5%
URI vs EXEL
+340.0%
+6,962.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.9% |
| 7D | -9.8% | +0.3% | -10.0% | -9.8% |
| 30D | +1.7% | +19.0% | -17.3% | -1.8% |
| 3M | -9.1% | +33.3% | -42.3% | -14.4% |
| 6M | +9.9% | +42.9% | -33.0% | +1.7% |
| YTD | +31.2% | +58.7% | -27.5% | +18.5% |
| 1Y | +25.9% | +70.5% | -44.6% | +11.9% |
| 3Y | +147.4% | +233.8% | -86.4% | +86.2% |
| 5Y | +179.7% | +259.3% | -79.6% | +104.4% |
| 10Y | +1,419.5% | +484.1% | +935.4% | +823.7% |
| All | +7,302.5% | +340.0% | +6,962.5% | +2,612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling