+203.4%
URI vs DG
-35.0%
+238.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -2.0% | +8.4% | -10.4% | -2.7% |
| 30D | -12.9% | +4.9% | -17.9% | -13.4% |
| 3M | -6.7% | +29.3% | -36.1% | -9.3% |
| 6M | +19.0% | -11.3% | +30.3% | +20.2% |
| YTD | +25.5% | +1.8% | +23.8% | +25.1% |
| 1Y | +5.5% | +25.3% | -19.8% | +2.9% |
| 3Y | +111.3% | +9.1% | +102.2% | +108.1% |
| All | +203.4% | -35.0% | +238.4% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling