+397.2%
DIS vs URI
+7,950.8%
-7,553.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.5% | +5.2% |
| 7D | +9.1% | -4.3% | +13.4% | +10.2% |
| 30D | +14.8% | +4.6% | +10.2% | +13.4% |
| 3M | +21.2% | -2.1% | +23.3% | +21.3% |
| 6M | +18.3% | +21.9% | -3.6% | +11.5% |
| YTD | +5.4% | +39.7% | -34.3% | -5.3% |
| 1Y | +8.3% | +32.9% | -24.6% | -1.5% |
| 3Y | +44.2% | +155.8% | -111.6% | +9.2% |
| 5Y | -28.0% | +202.4% | -230.4% | -48.4% |
| 10Y | +39.6% | +1,517.7% | -1,478.1% | -36.2% |
| All | +397.2% | +7,950.8% | -7,553.6% | +10.3% |
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