+87.8%
DT vs URI
+831.4%
-743.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +3.1% | +6.7% | -3.6% | +0.9% |
| 30D | -29.5% | +8.9% | -38.4% | -31.5% |
| 3M | -11.7% | +0.5% | -12.3% | -12.3% |
| 6M | +29.0% | +20.7% | +8.3% | +19.5% |
| YTD | +3.4% | +40.0% | -36.7% | -11.5% |
| 1Y | -4.2% | +34.4% | -38.6% | -16.9% |
| 3Y | -12.8% | +149.5% | -162.3% | -42.7% |
| 5Y | -39.6% | +205.6% | -245.2% | -64.5% |
| All | +87.8% | +831.4% | -743.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling