+130.5%
URI vs DGX
+96.8%
+33.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +5.0% | -2.2% | +7.2% | +5.4% |
| 30D | -9.4% | -0.9% | -8.5% | -9.3% |
| 3M | -5.8% | +15.6% | -21.4% | -8.3% |
| 6M | +25.8% | +17.8% | +8.0% | +22.0% |
| YTD | +27.9% | +37.5% | -9.6% | +20.1% |
| 1Y | +9.7% | +31.2% | -21.4% | +3.9% |
| All | +130.5% | +96.8% | +33.7% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling