+7,682.4%
URI vs DOC
+603.6%
+7,078.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -6.0% |
| 7D | -4.3% | +8.7% | -13.1% | -8.6% |
| 30D | +4.6% | +7.6% | -3.0% | +0.4% |
| 3M | -2.1% | -5.3% | +3.1% | +0.2% |
| 6M | +21.9% | +27.6% | -5.7% | +5.0% |
| YTD | +39.7% | +32.4% | +7.3% | +17.1% |
| 1Y | +32.9% | +22.9% | +10.0% | +15.6% |
| 3Y | +155.8% | +43.1% | +112.7% | +101.7% |
| 5Y | +202.4% | -21.4% | +223.8% | +226.1% |
| 10Y | +1,517.7% | +16.8% | +1,500.9% | +1,191.6% |
| All | +7,682.4% | +603.6% | +7,078.8% | +2,259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling