+55.8%
DOCS vs URI
+136.1%
-80.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -2.8% |
| 7D | -1.3% | -12.9% | +11.6% | +1.4% |
| 30D | +19.4% | -3.4% | +22.8% | +20.1% |
| 3M | +53.4% | -10.0% | +63.4% | +56.3% |
| 6M | +28.8% | +12.2% | +16.6% | +23.1% |
| YTD | -25.1% | +29.8% | -54.8% | -33.5% |
| 1Y | -48.1% | +24.6% | -72.8% | -53.2% |
| All | +55.8% | +136.1% | -80.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling