+120.5%
URI vs D
+56.9%
+63.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -12.9% | -3.6% | -9.4% | -12.3% |
| 3M | -6.7% | -1.0% | -5.7% | -6.6% |
| 6M | +19.0% | +6.3% | +12.7% | +16.9% |
| YTD | +25.5% | +14.7% | +10.8% | +21.2% |
| 1Y | +5.5% | +16.9% | -11.4% | +1.3% |
| All | +120.5% | +56.9% | +63.6% | +80.2% |
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