+202.4%
URI vs DOC
-22.8%
+225.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.9% |
| 7D | -4.3% | +8.7% | -13.1% | -8.2% |
| 30D | +4.6% | +7.6% | -3.0% | +0.8% |
| 3M | -2.1% | -5.3% | +3.1% | +0.1% |
| 6M | +21.9% | +27.6% | -5.7% | +5.5% |
| YTD | +39.7% | +32.4% | +7.3% | +17.3% |
| 1Y | +32.9% | +22.9% | +10.0% | +16.2% |
| 3Y | +155.8% | +43.1% | +112.7% | +99.6% |
| 5Y | +202.4% | -21.4% | +223.8% | +239.8% |
| All | +202.4% | -22.8% | +225.3% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling