-9.0%
AUR vs DTE
+5.6%
-14.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.9% | -4.0% |
| 7D | -19.8% | +4.2% | -24.1% | -19.3% |
| 30D | -29.0% | +10.0% | -39.0% | -28.4% |
| 3M | -43.6% | -2.1% | -41.5% | -43.7% |
| 6M | -36.6% | -4.7% | -32.0% | -37.1% |
| YTD | +6.3% | +9.3% | -3.1% | -4.7% |
| 1Y | -9.0% | +6.6% | -15.6% | -15.6% |
| All | -9.0% | +5.6% | -14.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling