+179.2%
URI vs DG
-34.7%
+213.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | -9.8% | +1.1% | -10.9% | -9.9% |
| 30D | +1.7% | +9.5% | -7.8% | +0.8% |
| 3M | -9.1% | +5.5% | -14.5% | -9.6% |
| 6M | +9.9% | +16.1% | -6.2% | +7.9% |
| YTD | +31.2% | +2.7% | +28.5% | +30.5% |
| 1Y | +25.9% | +42.1% | -16.2% | +21.4% |
| 3Y | +147.4% | +19.3% | +128.1% | +138.1% |
| All | +179.2% | -34.7% | +213.8% | +205.5% |
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 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