+149.5%
URI vs DBX
+26.6%
+122.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +6.7% | -3.3% | +10.0% | +7.1% |
| 30D | +8.9% | -5.9% | +14.7% | +9.6% |
| 3M | +0.5% | -6.7% | +7.2% | +1.2% |
| 6M | +20.7% | +28.0% | -7.3% | +13.9% |
| YTD | +40.0% | +20.6% | +19.4% | +33.9% |
| 1Y | +34.4% | +10.3% | +24.1% | +32.2% |
| 3Y | +149.5% | +24.0% | +125.4% | +119.8% |
| All | +149.5% | +26.6% | +122.9% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling