+1,271.8%
URI vs DVA
+186.3%
+1,085.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +5.0% | +2.0% | +3.0% | +4.3% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | -5.8% | -7.7% | +1.8% | -4.6% |
| 6M | +25.8% | +20.0% | +5.9% | +14.7% |
| YTD | +27.9% | +61.1% | -33.2% | +3.0% |
| 1Y | +9.7% | +33.9% | -24.2% | -5.3% |
| 3Y | +128.0% | +91.5% | +36.5% | +61.9% |
| 5Y | +212.4% | +41.8% | +170.6% | +143.7% |
| 10Y | +1,271.8% | +187.5% | +1,084.3% | +610.2% |
| All | +1,271.8% | +186.3% | +1,085.5% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling