+5.5%
URI vs DD
+37.3%
-31.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | -12.5% | -7.4% | -5.1% | -9.9% |
| 3M | -6.2% | -6.4% | +0.2% | -3.9% |
| 6M | +25.9% | -2.5% | +28.3% | +25.7% |
| YTD | +26.2% | +10.2% | +16.0% | +19.2% |
| 1Y | +5.5% | +36.9% | -31.5% | -7.9% |
| All | +5.5% | +37.3% | -31.8% | -7.9% |
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