+1,182.4%
URI vs DD
+100.9%
+1,081.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.9% |
| 7D | -6.0% | +2.2% | -8.2% | -7.3% |
| 30D | +4.6% | +20.7% | -16.1% | -9.4% |
| 3M | -2.7% | +11.3% | -14.0% | -10.6% |
| 6M | +18.4% | +6.0% | +12.4% | +11.7% |
| YTD | +37.4% | +31.7% | +5.7% | +8.2% |
| 1Y | +30.4% | +32.2% | -1.9% | +2.3% |
| 3Y | +147.9% | +92.7% | +55.2% | +36.2% |
| 5Y | +202.1% | +72.1% | +129.9% | +80.6% |
| 10Y | +1,182.4% | +99.7% | +1,082.8% | +498.8% |
| All | +1,182.4% | +100.9% | +1,081.5% | +498.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling