+390.0%
DIS vs URI
+7,377.6%
-6,987.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.7% | +0.3% |
| 7D | +5.7% | -12.9% | +18.6% | +9.1% |
| 30D | +12.7% | -3.4% | +16.1% | +13.4% |
| 3M | +15.2% | -10.0% | +25.2% | +17.6% |
| 6M | +17.6% | +12.2% | +5.4% | +13.0% |
| YTD | +3.8% | +29.8% | -25.9% | -5.1% |
| 1Y | +6.8% | +24.6% | -17.8% | -1.4% |
| 3Y | +42.1% | +137.6% | -95.5% | +9.5% |
| 5Y | -31.2% | +176.6% | -207.8% | -49.7% |
| 10Y | +37.6% | +1,402.6% | -1,365.0% | -36.1% |
| All | +390.0% | +7,377.6% | -6,987.6% | +10.6% |
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