-35.7%
AUR vs DTE
+29.9%
-65.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.6% |
| 30D | -6.4% | -4.4% | -2.0% | -4.5% |
| 3M | +7.7% | -8.3% | +16.0% | +11.5% |
| 6M | +44.5% | -8.1% | +52.6% | +48.5% |
| YTD | +67.4% | +4.4% | +63.0% | +60.2% |
| 1Y | +15.4% | +0.2% | +15.3% | +13.0% |
| 3Y | +94.8% | +42.6% | +52.2% | +58.4% |
| 5Y | -35.1% | +31.5% | -66.6% | -43.2% |
| All | -35.7% | +29.9% | -65.6% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling