+6,893.4%
URI vs DD
+443.2%
+6,450.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | -2.0% | -3.5% | +1.5% | +0.3% |
| 30D | -12.9% | -10.3% | -2.6% | -6.8% |
| 3M | -6.7% | -7.5% | +0.8% | -2.4% |
| 6M | +19.0% | -8.0% | +27.0% | +23.8% |
| YTD | +25.5% | +10.5% | +15.1% | +15.8% |
| 1Y | +5.5% | +38.3% | -32.7% | -16.4% |
| 3Y | +111.3% | +42.5% | +68.8% | +59.6% |
| 5Y | +198.6% | +60.2% | +138.4% | +109.5% |
| 10Y | +1,179.9% | +68.9% | +1,111.1% | +767.2% |
| All | +6,893.4% | +443.2% | +6,450.2% | +1,899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling