+179.2%
URI vs DD
+58.5%
+120.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | -9.8% | +4.6% | -14.4% | -12.5% |
| 30D | +1.7% | +11.8% | -10.0% | -5.5% |
| 3M | -9.1% | +2.2% | -11.2% | -10.5% |
| 6M | +9.9% | -1.6% | +11.5% | +9.8% |
| YTD | +31.2% | +23.0% | +8.2% | +11.5% |
| 1Y | +25.9% | +26.9% | -1.0% | +4.7% |
| 3Y | +147.4% | +77.9% | +69.5% | +52.9% |
| All | +179.2% | +58.5% | +120.7% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling