+1,324.6%
URI vs EXPD
+313.3%
+1,011.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.7% | -3.9% |
| 7D | -12.9% | -4.8% | -8.1% | -9.7% |
| 30D | -3.4% | -1.5% | -1.9% | -2.2% |
| 3M | -10.0% | +4.1% | -14.1% | -12.7% |
| 6M | +12.2% | +24.0% | -11.8% | -4.6% |
| YTD | +29.8% | +27.4% | +2.3% | +5.3% |
| 1Y | +24.6% | +38.4% | -13.8% | -5.3% |
| 3Y | +137.6% | +73.2% | +64.4% | +45.6% |
| 5Y | +176.6% | +59.9% | +116.8% | +76.9% |
| All | +1,324.6% | +313.3% | +1,011.2% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling