+570.5%
XYZ vs URI
+1,426.6%
-856.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.4% | +19.7% | +17.5% |
| 7D | +16.5% | -4.3% | +20.8% | +18.7% |
| 30D | +15.0% | +4.6% | +10.3% | +11.8% |
| 3M | +3.5% | -2.1% | +5.7% | +3.6% |
| 6M | +21.9% | +21.9% | 0.0% | +7.5% |
| YTD | +34.6% | +39.7% | -5.1% | +6.6% |
| 1Y | +20.7% | +32.9% | -12.1% | -1.9% |
| 3Y | +80.0% | +155.8% | -75.8% | 0.0% |
| 5Y | -64.6% | +202.4% | -267.0% | -81.9% |
| 10Y | +619.5% | +1,517.7% | -898.3% | +69.5% |
| All | +570.5% | +1,426.6% | -856.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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