+4,225.1%
DE vs URI
+7,134.6%
-2,909.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +10.0% | -2.0% | +12.0% | +10.5% |
| 30D | +13.3% | -12.9% | +26.3% | +17.5% |
| 3M | +17.5% | -6.7% | +24.2% | +19.4% |
| 6M | +13.6% | +19.0% | -5.4% | +7.0% |
| YTD | +49.8% | +25.5% | +24.3% | +38.3% |
| 1Y | +47.9% | +5.5% | +42.3% | +42.7% |
| 3Y | +72.5% | +111.3% | -38.8% | +34.5% |
| 5Y | +90.2% | +198.6% | -108.3% | +33.1% |
| 10Y | +865.4% | +1,179.9% | -314.5% | +347.7% |
| All | +4,225.1% | +7,134.6% | -2,909.5% | +883.3% |
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