+8.3%
DIS vs URI
+33.3%
-25.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +4.4% |
| 7D | +9.1% | -4.3% | +13.4% | +9.3% |
| 30D | +14.8% | +4.6% | +10.2% | +14.4% |
| 3M | +21.2% | -2.1% | +23.3% | +21.3% |
| 6M | +18.3% | +21.9% | -3.6% | +15.6% |
| YTD | +5.4% | +39.7% | -34.3% | -1.1% |
| 1Y | +8.3% | +32.9% | -24.6% | +4.5% |
| All | +8.3% | +33.3% | -25.0% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling