+11,660.3%
URI vs DG
+606.1%
+11,054.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -2.0% | +8.4% | -10.4% | -4.1% |
| 30D | -12.9% | +4.9% | -17.9% | -14.2% |
| 3M | -6.7% | +29.3% | -36.1% | -13.6% |
| 6M | +19.0% | -11.3% | +30.3% | +21.8% |
| YTD | +25.5% | +1.8% | +23.8% | +23.6% |
| 1Y | +5.5% | +25.3% | -19.8% | -2.7% |
| 3Y | +111.3% | +9.1% | +102.2% | +90.9% |
| 5Y | +198.6% | -34.9% | +233.4% | +219.1% |
| 10Y | +1,179.9% | +108.2% | +1,071.8% | +737.8% |
| All | +11,660.3% | +606.1% | +11,054.2% | +3,646.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling