+404.2%
DXCM vs URI
+1,374.0%
-969.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.3% |
| 7D | -3.5% | -9.8% | +6.3% | -1.2% |
| 30D | -5.8% | +1.7% | -7.5% | -6.4% |
| 3M | -4.3% | -9.1% | +4.7% | -2.7% |
| 6M | +31.6% | +9.9% | +21.7% | +27.0% |
| YTD | +19.6% | +31.2% | -11.6% | +8.6% |
| 1Y | +36.9% | +25.9% | +10.9% | +25.6% |
| 3Y | -16.3% | +147.4% | -163.7% | -37.5% |
| 5Y | -50.0% | +179.7% | -229.8% | -65.0% |
| All | +404.2% | +1,374.0% | -969.8% | +154.8% |
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