+33.1%
URI vs DRI
+32.5%
+0.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.5% |
| 7D | -4.0% | +3.1% | -7.1% | -4.8% |
| 30D | +6.8% | +16.2% | -9.4% | +2.4% |
| 3M | -2.8% | +8.4% | -11.2% | -5.2% |
| 6M | +20.9% | +19.0% | +1.9% | +13.7% |
| YTD | +40.2% | +28.8% | +11.4% | +26.1% |
| All | +33.1% | +32.5% | +0.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling