+1,157.2%
URI vs DG
+105.6%
+1,051.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | +2.5% | -2.5% | +5.0% | +3.0% |
| 30D | -12.5% | +1.0% | -13.6% | -12.8% |
| 3M | -6.2% | +20.3% | -26.5% | -10.3% |
| 6M | +25.9% | -11.7% | +37.6% | +28.4% |
| YTD | +26.2% | -2.3% | +28.5% | +25.9% |
| 1Y | +5.5% | +20.0% | -14.5% | 0.0% |
| 3Y | +125.0% | +7.2% | +117.7% | +109.1% |
| 5Y | +210.4% | -37.9% | +248.4% | +246.1% |
| 10Y | +1,157.2% | +107.3% | +1,049.9% | +728.3% |
| All | +1,157.2% | +105.6% | +1,051.5% | +728.3% |
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