+163.4%
URI vs DOC
+43.5%
+119.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.5% |
| 7D | -4.3% | +8.7% | -13.1% | -7.3% |
| 30D | +4.6% | +7.6% | -3.0% | +1.7% |
| 3M | -2.1% | -5.3% | +3.1% | -0.4% |
| 6M | +21.9% | +27.6% | -5.7% | +8.8% |
| YTD | +39.7% | +32.4% | +7.3% | +21.3% |
| 1Y | +32.9% | +22.9% | +10.0% | +19.6% |
| All | +163.4% | +43.5% | +119.9% | +123.0% |
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