+147.4%
URI vs D
+79.5%
+67.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -9.8% | +3.0% | -12.8% | -10.4% |
| 30D | +1.7% | +11.5% | -9.7% | -0.6% |
| 3M | -9.1% | +3.7% | -12.8% | -9.9% |
| 6M | +9.9% | +13.5% | -3.7% | +6.5% |
| YTD | +31.2% | +20.7% | +10.5% | +25.6% |
| 1Y | +25.9% | +18.2% | +7.7% | +21.0% |
| 3Y | +147.4% | +73.3% | +74.1% | +105.8% |
| All | +147.4% | +79.5% | +67.9% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling