+203.4%
URI vs DVA
+40.3%
+163.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -2.0% | +1.8% | -3.8% | -2.4% |
| 30D | -12.9% | -2.5% | -10.5% | -12.5% |
| 3M | -6.7% | -4.3% | -2.5% | -6.8% |
| 6M | +19.0% | +18.9% | +0.1% | +12.1% |
| YTD | +25.5% | +61.9% | -36.4% | +8.8% |
| 1Y | +5.5% | +35.7% | -30.2% | -4.4% |
| 3Y | +111.3% | +78.6% | +32.7% | +74.4% |
| All | +203.4% | +40.3% | +163.1% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling