+203.4%
URI vs DRI
+72.9%
+130.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -12.9% | +3.8% | -16.8% | -14.8% |
| 3M | -6.7% | +13.0% | -19.7% | -13.3% |
| 6M | +19.0% | +8.3% | +10.7% | +12.9% |
| YTD | +25.5% | +20.6% | +4.9% | +11.6% |
| 1Y | +5.5% | +6.5% | -0.9% | +0.1% |
| 3Y | +111.3% | +53.7% | +57.6% | +55.3% |
| All | +203.4% | +72.9% | +130.5% | +100.1% |
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