+1,135.8%
URI vs DGX
+279.6%
+856.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +6.7% | +1.6% | +5.2% | +5.9% |
| 30D | +8.9% | +11.2% | -2.3% | +3.2% |
| 3M | +0.5% | +10.4% | -9.9% | -4.6% |
| 6M | +20.7% | +37.1% | -16.4% | +2.4% |
| YTD | +40.0% | +52.1% | -12.1% | +11.2% |
| 1Y | +34.4% | +40.7% | -6.3% | +11.2% |
| 3Y | +149.5% | +107.6% | +41.9% | +59.9% |
| 5Y | +205.6% | +90.6% | +115.0% | +102.4% |
| All | +1,135.8% | +279.6% | +856.2% | +415.8% |
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