+203.4%
URI vs D
+4.5%
+198.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -12.9% | -3.6% | -9.4% | -12.1% |
| 3M | -6.7% | -1.0% | -5.7% | -6.5% |
| 6M | +19.0% | +6.3% | +12.7% | +16.6% |
| YTD | +25.5% | +14.7% | +10.8% | +20.5% |
| 1Y | +5.5% | +16.9% | -11.4% | +0.6% |
| 3Y | +111.3% | +56.8% | +54.5% | +79.9% |
| All | +203.4% | +4.5% | +198.9% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling