+5.5%
URI vs DD
+41.5%
-35.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -2.0% | -3.5% | +1.5% | -0.6% |
| 30D | -12.9% | -10.3% | -2.6% | -9.3% |
| 3M | -6.7% | -7.5% | +0.8% | -4.0% |
| 6M | +19.0% | -8.0% | +27.0% | +21.8% |
| YTD | +25.5% | +10.5% | +15.1% | +18.4% |
| 1Y | +5.5% | +38.3% | -32.7% | -8.7% |
| All | +5.5% | +41.5% | -35.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling