-34.6%
DOCS vs URI
+275.9%
-310.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +8.0% |
| 7D | +1.2% | -4.3% | +5.6% | +2.8% |
| 30D | +21.3% | +4.6% | +16.7% | +18.9% |
| 3M | +58.4% | -2.1% | +60.5% | +58.5% |
| 6M | +39.3% | +21.9% | +17.4% | +24.9% |
| YTD | -21.7% | +39.7% | -61.4% | -37.1% |
| 1Y | -47.3% | +32.9% | -80.2% | -56.5% |
| 3Y | +58.2% | +155.8% | -97.6% | -17.1% |
| 5Y | -52.3% | +202.4% | -254.7% | -78.7% |
| All | -34.6% | +275.9% | -310.5% | -73.4% |
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