+204.5%
URI vs DRI
+78.6%
+125.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | +6.7% | +1.1% | +5.7% | +6.2% |
| 30D | +8.9% | +9.7% | -0.8% | +3.6% |
| 3M | +0.5% | +3.2% | -2.6% | -1.5% |
| 6M | +20.7% | +20.6% | +0.1% | +7.8% |
| YTD | +40.0% | +28.3% | +11.8% | +19.9% |
| 1Y | +34.4% | +34.5% | -0.1% | +11.7% |
| 3Y | +149.5% | +66.5% | +82.9% | +73.4% |
| All | +204.5% | +78.6% | +125.9% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling