+53.3%
DIA vs URI
+166.6%
-113.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.9% | -9.8% | +8.8% | +1.3% |
| 30D | +0.3% | +1.7% | -1.5% | -0.3% |
| 3M | -4.5% | -9.1% | +4.5% | -2.8% |
| 6M | +3.4% | +9.9% | -6.5% | +0.2% |
| YTD | +7.8% | +31.2% | -23.4% | -1.4% |
| 1Y | +10.7% | +25.9% | -15.2% | +2.4% |
| 3Y | +57.5% | +147.4% | -89.8% | +16.8% |
| All | +53.3% | +166.6% | -113.3% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling