+7,551.9%
URI vs DVA
+1,825.2%
+5,726.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.3% |
| 7D | -6.0% | -1.6% | -4.4% | -5.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -2.7% | -2.4% | -0.3% | -2.6% |
| 6M | +18.4% | -9.8% | +28.1% | +19.7% |
| YTD | +37.4% | +57.8% | -20.4% | +20.7% |
| 1Y | +30.4% | +49.2% | -18.8% | +16.1% |
| 3Y | +147.9% | +116.0% | +31.9% | +99.8% |
| 5Y | +202.1% | +68.5% | +133.6% | +150.2% |
| 10Y | +1,182.4% | +198.9% | +983.5% | +832.2% |
| All | +7,551.9% | +1,825.2% | +5,726.7% | +5,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling