+7,682.4%
URI vs EXPD
+5,444.3%
+2,238.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.1% | -2.7% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +4.6% | +1.8% | +2.8% | +3.6% |
| 3M | -2.1% | +8.9% | -11.1% | -6.6% |
| 6M | +21.9% | +42.2% | -20.3% | +0.4% |
| YTD | +39.7% | +33.4% | +6.3% | +17.5% |
| 1Y | +32.9% | +47.2% | -14.3% | +5.9% |
| 3Y | +155.8% | +81.3% | +74.5% | +79.9% |
| 5Y | +202.4% | +60.2% | +142.2% | +125.3% |
| 10Y | +1,517.7% | +339.5% | +1,178.2% | +639.3% |
| All | +7,682.4% | +5,444.3% | +2,238.1% | +1,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling