+17.6%
DIS vs URI
+12.6%
+4.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.7% | -1.7% |
| 7D | +5.7% | -12.9% | +18.6% | +5.1% |
| 30D | +12.7% | -3.4% | +16.1% | +12.4% |
| 3M | +15.2% | -10.0% | +25.2% | +14.8% |
| 6M | +17.6% | +12.2% | +5.4% | +12.5% |
| All | +17.6% | +12.6% | +4.9% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling