-37.4%
DOCS vs URI
+249.2%
-286.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -1.6% |
| 7D | -1.3% | -12.9% | +11.6% | +3.9% |
| 30D | +19.4% | -3.4% | +22.8% | +20.7% |
| 3M | +53.4% | -10.0% | +63.4% | +58.6% |
| 6M | +28.8% | +12.2% | +16.6% | +19.3% |
| YTD | -25.1% | +29.8% | -54.8% | -38.0% |
| 1Y | -48.1% | +24.6% | -72.8% | -56.2% |
| 3Y | +51.4% | +137.6% | -86.2% | -18.4% |
| 5Y | -51.1% | +176.6% | -227.7% | -77.2% |
| All | -37.4% | +249.2% | -286.6% | -73.8% |
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