+84.8%
DE vs URI
+138.8%
-53.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.9% |
| 7D | -0.6% | -9.8% | +9.2% | +2.2% |
| 30D | +2.3% | +1.7% | +0.5% | +1.5% |
| 3M | +9.5% | -9.1% | +18.6% | +12.0% |
| 6M | +14.1% | +9.9% | +4.2% | +10.3% |
| YTD | +45.4% | +31.2% | +14.2% | +31.5% |
| 1Y | +42.9% | +25.9% | +17.0% | +30.8% |
| 3Y | +84.8% | +147.4% | -62.5% | +30.0% |
| All | +84.8% | +138.8% | -53.9% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling