+984.7%
DRI vs UUUU
-92.0%
+1,076.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | +0.6% | -1.4% | +1.9% | +0.6% |
| 30D | +3.8% | +16.3% | -12.5% | +3.0% |
| 3M | +13.0% | -16.7% | +29.7% | +13.6% |
| 6M | +8.3% | -33.7% | +42.0% | +9.6% |
| YTD | +20.6% | -0.5% | +21.1% | +19.1% |
| 1Y | +6.5% | +28.9% | -22.4% | +3.1% |
| 3Y | +53.7% | +99.9% | -46.2% | +42.7% |
| 5Y | +72.7% | +135.3% | -62.6% | +56.2% |
| 10Y | +363.2% | +518.4% | -155.2% | +283.9% |
| All | +984.7% | -92.0% | +1,076.7% | +752.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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