+1,182.4%
URI vs DG
+119.6%
+1,062.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.2% |
| 7D | -6.0% | +5.2% | -11.2% | -7.0% |
| 30D | +4.6% | +7.9% | -3.3% | +2.8% |
| 3M | -2.7% | +12.7% | -15.4% | -5.4% |
| 6M | +18.4% | +22.4% | -4.1% | +12.4% |
| YTD | +37.4% | +5.4% | +31.9% | +34.5% |
| 1Y | +30.4% | +39.4% | -9.0% | +19.7% |
| 3Y | +147.9% | +24.1% | +123.8% | +121.6% |
| 5Y | +202.1% | -32.2% | +234.2% | +228.8% |
| 10Y | +1,182.4% | +111.8% | +1,070.6% | +843.8% |
| All | +1,182.4% | +119.6% | +1,062.9% | +843.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling