+162.4%
DLR vs URI
+1,374.0%
-1,211.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.6% | -9.8% | +6.2% | -2.0% |
| 30D | -3.5% | +1.7% | -5.2% | -3.8% |
| 3M | -8.9% | -9.1% | +0.1% | -7.6% |
| 6M | -11.6% | +9.9% | -21.4% | -13.3% |
| YTD | +14.9% | +31.2% | -16.3% | +8.4% |
| 1Y | +6.4% | +25.9% | -19.5% | +1.0% |
| 3Y | +47.3% | +147.4% | -100.1% | +23.5% |
| 5Y | +32.8% | +179.7% | -146.9% | +7.3% |
| All | +162.4% | +1,374.0% | -1,211.6% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling