+147.9%
URI vs EXR
+51.9%
+96.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -6.0% | +1.7% | -7.7% | -6.7% |
| 30D | +4.6% | +18.0% | -13.4% | -2.8% |
| 3M | -2.7% | +9.7% | -12.4% | -6.7% |
| 6M | +18.4% | +13.4% | +4.9% | +11.3% |
| YTD | +37.4% | +26.3% | +11.1% | +22.7% |
| 1Y | +30.4% | +27.6% | +2.8% | +15.8% |
| 3Y | +147.9% | +52.2% | +95.7% | +95.5% |
| All | +147.9% | +51.9% | +96.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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