+571.8%
URI vs DBX
+15.6%
+556.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +6.7% | -3.3% | +10.0% | +7.6% |
| 30D | +8.9% | -5.9% | +14.7% | +10.6% |
| 3M | +0.5% | -6.7% | +7.2% | +1.8% |
| 6M | +20.7% | +28.0% | -7.3% | +8.9% |
| YTD | +40.0% | +20.6% | +19.4% | +27.2% |
| 1Y | +34.4% | +10.3% | +24.1% | +25.9% |
| 3Y | +149.5% | +24.0% | +125.4% | +116.8% |
| 5Y | +205.6% | +24.2% | +181.3% | +160.3% |
| All | +571.8% | +15.6% | +556.2% | +395.5% |
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