+152.7%
URI vs DG
+22.1%
+130.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -1.0% |
| 7D | +9.3% | -2.5% | +11.8% | +9.4% |
| 30D | +7.6% | +7.7% | -0.1% | +7.5% |
| 3M | +1.0% | +13.1% | -12.1% | +0.9% |
| 6M | +19.8% | +32.0% | -12.2% | +19.2% |
| YTD | +41.9% | +3.3% | +38.5% | +42.0% |
| 1Y | +33.4% | +31.7% | +1.7% | +34.0% |
| All | +152.7% | +22.1% | +130.6% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling