+272.9%
DXCM vs URI
+1,179.9%
-907.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.8% |
| 30D | +6.3% | -12.9% | +19.3% | +9.9% |
| 3M | +21.1% | -6.7% | +27.8% | +22.5% |
| 6M | +20.6% | +19.0% | +1.6% | +13.5% |
| YTD | +32.4% | +25.5% | +6.9% | +22.1% |
| 1Y | +8.8% | +5.5% | +3.3% | +4.7% |
| 3Y | -13.7% | +111.3% | -125.0% | -32.9% |
| 5Y | -35.2% | +198.6% | -233.7% | -55.0% |
| All | +272.9% | +1,179.9% | -907.0% | +74.6% |
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 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