+4,098.6%
DE vs URI
+7,462.1%
-3,363.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +9.5% | -9.1% | +18.6% | +11.9% |
| 6M | +14.1% | +9.9% | +4.2% | +10.4% |
| YTD | +45.4% | +31.2% | +14.2% | +32.2% |
| 1Y | +42.9% | +25.9% | +17.0% | +31.3% |
| 3Y | +84.8% | +147.4% | -62.5% | +37.8% |
| 5Y | +101.8% | +179.7% | -77.9% | +43.3% |
| 10Y | +788.0% | +1,419.5% | -631.5% | +295.0% |
| All | +4,098.6% | +7,462.1% | -3,363.5% | +840.3% |
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