+147.4%
URI vs DVA
+139.6%
+7.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -9.8% | +2.1% | -11.8% | -10.2% |
| 30D | +1.7% | +8.2% | -6.5% | +0.1% |
| 3M | -9.1% | +5.9% | -15.0% | -10.3% |
| 6M | +9.9% | -1.3% | +11.2% | +8.5% |
| YTD | +31.2% | +68.4% | -37.2% | +13.4% |
| 1Y | +25.9% | +57.5% | -31.5% | +10.7% |
| 3Y | +147.4% | +142.3% | +5.1% | +96.1% |
| All | +147.4% | +139.6% | +7.7% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling