+179.2%
URI vs DRI
+74.0%
+105.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -9.8% | +2.8% | -12.6% | -11.2% |
| 30D | +1.7% | +13.3% | -11.5% | -4.9% |
| 3M | -9.1% | +8.2% | -17.2% | -13.3% |
| 6M | +9.9% | +17.5% | -7.7% | -0.6% |
| YTD | +31.2% | +26.9% | +4.3% | +12.9% |
| 1Y | +25.9% | +31.6% | -5.6% | +5.9% |
| 3Y | +147.4% | +67.0% | +80.4% | +71.2% |
| All | +179.2% | +74.0% | +105.1% | +82.6% |
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