+3,595.6%
DLR vs URI
+6,667.8%
-3,072.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +1.6% | -2.0% | +3.6% | +2.0% |
| 30D | -3.4% | -12.9% | +9.6% | -0.4% |
| 3M | +0.5% | -6.7% | +7.2% | +1.7% |
| 6M | +4.6% | +19.0% | -14.4% | -0.8% |
| YTD | +23.4% | +25.5% | -2.1% | +14.9% |
| 1Y | +19.0% | +5.5% | +13.5% | +15.1% |
| 3Y | +56.5% | +111.3% | -54.8% | +26.2% |
| 5Y | +33.3% | +198.6% | -165.2% | -2.9% |
| 10Y | +165.1% | +1,179.9% | -1,014.8% | +19.9% |
| All | +3,595.6% | +6,667.8% | -3,072.2% | +526.7% |
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