-35.1%
AUR vs DTE
+30.3%
-65.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | -6.4% | -4.4% | -2.0% | -4.4% |
| 3M | +7.7% | -8.3% | +16.0% | +11.7% |
| 6M | +44.5% | -8.1% | +52.6% | +48.6% |
| YTD | +67.4% | +4.4% | +63.0% | +59.8% |
| 1Y | +15.4% | +0.2% | +15.3% | +12.8% |
| 3Y | +94.8% | +42.6% | +52.2% | +56.1% |
| All | -35.1% | +30.3% | -65.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling