+1,151.9%
URI vs DG
+105.9%
+1,045.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.6% |
| 7D | +9.3% | -2.5% | +11.8% | +9.9% |
| 30D | +7.6% | +7.7% | -0.1% | +5.8% |
| 3M | +1.0% | +13.1% | -12.1% | -1.8% |
| 6M | +19.8% | +32.0% | -12.2% | +12.1% |
| YTD | +41.9% | +3.3% | +38.5% | +39.5% |
| 1Y | +33.4% | +31.7% | +1.7% | +24.0% |
| 3Y | +156.0% | +21.7% | +134.3% | +129.9% |
| 5Y | +209.5% | -34.7% | +244.3% | +241.1% |
| All | +1,151.9% | +105.9% | +1,045.9% | +827.5% |
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