+1,179.9%
URI vs D
+35.0%
+1,144.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.0% | +1.5% | -3.4% | -2.4% |
| 30D | -12.9% | -2.6% | -10.4% | -12.3% |
| 3M | -6.7% | 0.0% | -6.7% | -6.8% |
| 6M | +19.0% | +7.4% | +11.6% | +15.9% |
| YTD | +25.5% | +15.9% | +9.7% | +19.4% |
| 1Y | +5.5% | +18.1% | -12.6% | -0.5% |
| 3Y | +111.3% | +58.4% | +52.9% | +77.6% |
| 5Y | +198.6% | +5.2% | +193.3% | +186.0% |
| All | +1,179.9% | +35.0% | +1,144.9% | +1,117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling