+12,192.6%
URI vs DG
+612.5%
+11,580.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.9% |
| 7D | -9.8% | +1.1% | -10.9% | -10.2% |
| 30D | +1.7% | +9.5% | -7.8% | -1.0% |
| 3M | -9.1% | +5.5% | -14.5% | -10.9% |
| 6M | +9.9% | +16.1% | -6.2% | +4.1% |
| YTD | +31.2% | +2.7% | +28.5% | +28.3% |
| 1Y | +25.9% | +42.1% | -16.2% | +11.7% |
| 3Y | +147.4% | +19.3% | +128.1% | +115.9% |
| 5Y | +179.7% | -35.3% | +215.1% | +198.9% |
| 10Y | +1,419.5% | +123.9% | +1,295.6% | +864.0% |
| All | +12,192.6% | +612.5% | +11,580.1% | +3,787.3% |
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 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