+505.4%
URI vs DBX
+16.6%
+488.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | -12.5% | -2.9% | -9.7% | -12.0% |
| 3M | -6.2% | +23.8% | -30.0% | -13.5% |
| 6M | +25.9% | +26.2% | -0.3% | +13.5% |
| YTD | +26.2% | +21.6% | +4.6% | +15.1% |
| 1Y | +5.5% | +11.4% | -6.0% | -1.3% |
| 3Y | +125.0% | +21.3% | +103.7% | +98.6% |
| 5Y | +210.4% | +6.7% | +203.8% | +177.9% |
| All | +505.4% | +16.6% | +488.8% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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