+1,186.2%
URI vs DGX
+249.5%
+936.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.0% | -2.9% |
| 7D | -0.5% | -3.5% | +3.0% | +1.3% |
| 30D | -13.4% | -2.7% | -10.7% | -12.2% |
| 3M | -6.2% | +13.9% | -20.1% | -12.1% |
| 6M | +28.0% | +16.0% | +12.0% | +18.1% |
| YTD | +23.0% | +34.9% | -12.0% | +4.3% |
| 1Y | +5.5% | +30.6% | -25.0% | -9.4% |
| 3Y | +119.2% | +93.0% | +26.2% | +46.4% |
| 5Y | +201.0% | +64.4% | +136.6% | +117.4% |
| All | +1,186.2% | +249.5% | +936.7% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling