+25.9%
URI vs EXPD
+35.2%
-9.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.8% |
| 7D | -9.8% | -7.2% | -2.6% | -7.7% |
| 30D | +1.7% | -3.3% | +5.0% | +3.0% |
| 3M | -9.1% | +3.4% | -12.4% | -9.4% |
| 6M | +9.9% | +22.7% | -12.8% | +5.4% |
| YTD | +31.2% | +24.5% | +6.7% | +21.2% |
| 1Y | +25.9% | +38.6% | -12.7% | +10.5% |
| All | +25.9% | +35.2% | -9.2% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling