+152.7%
URI vs DD
+89.9%
+62.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +9.3% | +6.7% | +2.6% | +5.8% |
| 30D | +7.6% | +19.4% | -11.8% | -1.7% |
| 3M | +1.0% | +7.6% | -6.6% | -2.7% |
| 6M | +19.8% | +2.9% | +17.0% | +17.5% |
| YTD | +41.9% | +29.9% | +12.0% | +21.8% |
| 1Y | +33.4% | +28.6% | +4.7% | +15.0% |
| All | +152.7% | +89.9% | +62.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling