+1,135.8%
URI vs DVA
+193.2%
+942.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +6.7% | -8.8% | +15.5% | +9.9% |
| 30D | +8.9% | -3.4% | +12.3% | +9.5% |
| 3M | +0.5% | -2.6% | +3.1% | +0.7% |
| 6M | +20.7% | -11.9% | +32.5% | +23.2% |
| YTD | +40.0% | +53.6% | -13.6% | +13.9% |
| 1Y | +34.4% | +41.9% | -7.5% | +12.7% |
| 3Y | +149.5% | +97.5% | +52.0% | +75.9% |
| 5Y | +205.6% | +65.0% | +140.6% | +118.4% |
| All | +1,135.8% | +193.2% | +942.6% | +564.7% |
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