+120.5%
URI vs DOC
+20.8%
+99.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | -12.9% | -4.8% | -8.2% | -11.3% |
| 3M | -6.7% | +6.9% | -13.6% | -9.7% |
| 6M | +19.0% | +20.7% | -1.8% | +8.5% |
| YTD | +25.5% | +34.1% | -8.6% | +8.0% |
| 1Y | +5.5% | +22.6% | -17.1% | -5.1% |
| All | +120.5% | +20.8% | +99.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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