+1,129.1%
DIA vs URI
+4,709.2%
-3,580.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -1.5% | -12.9% | +11.4% | +1.0% |
| 3M | +3.8% | -6.7% | +10.5% | +4.8% |
| 6M | +10.3% | +19.0% | -8.7% | +5.6% |
| YTD | +12.1% | +25.5% | -13.4% | +5.8% |
| 1Y | +18.6% | +5.5% | +13.1% | +15.5% |
| 3Y | +60.6% | +111.3% | -50.7% | +34.6% |
| 5Y | +64.4% | +198.6% | -134.1% | +26.9% |
| 10Y | +250.1% | +1,179.9% | -929.8% | +98.5% |
| All | +1,129.1% | +4,709.2% | -3,580.1% | +314.0% |
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