+1,103.7%
DIA vs URI
+5,162.0%
-4,058.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +0.9% | -6.0% | +6.9% | +2.0% |
| 30D | +1.1% | +4.6% | -3.5% | +0.1% |
| 3M | -2.9% | -2.7% | -0.2% | -2.7% |
| 6M | +5.9% | +18.4% | -12.5% | +1.9% |
| YTD | +9.8% | +37.4% | -27.6% | +1.6% |
| 1Y | +11.7% | +30.4% | -18.6% | +4.4% |
| 3Y | +59.5% | +147.9% | -88.4% | +29.7% |
| 5Y | +57.5% | +202.1% | -144.5% | +21.2% |
| 10Y | +235.9% | +1,182.4% | -946.5% | +90.2% |
| All | +1,103.7% | +5,162.0% | -4,058.3% | +297.7% |
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