+6,930.2%
URI vs DGX
+7,837.2%
-907.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -12.5% | -1.2% | -11.4% | -12.2% |
| 3M | -6.2% | +19.9% | -26.1% | -13.0% |
| 6M | +25.9% | +19.2% | +6.7% | +16.5% |
| YTD | +26.2% | +37.5% | -11.3% | +9.7% |
| 1Y | +5.5% | +31.3% | -25.8% | -6.9% |
| 3Y | +125.0% | +96.6% | +28.3% | +64.7% |
| 5Y | +210.4% | +64.3% | +146.2% | +143.4% |
| 10Y | +1,157.2% | +241.1% | +916.1% | +621.5% |
| All | +6,930.2% | +7,837.2% | -907.0% | +1,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling