+4,198.6%
DE vs URI
+7,815.7%
-3,617.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | 0.0% |
| 7D | +3.3% | -6.0% | +9.3% | +4.9% |
| 30D | +10.7% | +4.6% | +6.1% | +9.1% |
| 3M | +13.1% | -2.7% | +15.8% | +13.4% |
| 6M | +20.2% | +18.4% | +1.8% | +13.9% |
| YTD | +48.9% | +37.4% | +11.5% | +33.7% |
| 1Y | +46.6% | +30.4% | +16.2% | +33.4% |
| 3Y | +91.4% | +147.9% | -56.5% | +42.6% |
| 5Y | +108.1% | +202.1% | -93.9% | +44.7% |
| 10Y | +782.7% | +1,182.4% | -399.8% | +308.8% |
| All | +4,198.6% | +7,815.7% | -3,617.2% | +850.4% |
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