+203.4%
URI vs DBX
+7.0%
+196.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.4% |
| 7D | -2.0% | -2.4% | +0.5% | -1.2% |
| 30D | -12.9% | -0.5% | -12.5% | -13.1% |
| 3M | -6.7% | +28.1% | -34.8% | -15.4% |
| 6M | +19.0% | +33.1% | -14.1% | +4.3% |
| YTD | +25.5% | +25.3% | +0.2% | +12.9% |
| 1Y | +5.5% | +18.3% | -12.8% | -3.5% |
| 3Y | +111.3% | +25.0% | +86.3% | +79.1% |
| All | +203.4% | +7.0% | +196.4% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling