+209.5%
URI vs DD
+67.6%
+142.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | +9.3% | +6.7% | +2.6% | +4.9% |
| 30D | +7.6% | +19.4% | -11.8% | -4.1% |
| 3M | +1.0% | +7.6% | -6.6% | -3.8% |
| 6M | +19.8% | +2.9% | +17.0% | +16.6% |
| YTD | +41.9% | +29.9% | +12.0% | +16.5% |
| 1Y | +33.4% | +28.6% | +4.7% | +10.2% |
| 3Y | +156.0% | +90.0% | +66.0% | +51.3% |
| 5Y | +209.5% | +68.1% | +141.4% | +98.5% |
| All | +209.5% | +67.6% | +142.0% | +98.5% |
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 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