-4.2%
DT vs URI
+31.9%
-36.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | +3.1% | +6.7% | -3.6% | +3.3% |
| 30D | -29.5% | +8.9% | -38.4% | -29.2% |
| 3M | -11.7% | +0.5% | -12.3% | -11.9% |
| 6M | +29.0% | +20.7% | +8.3% | +30.3% |
| YTD | +3.4% | +40.0% | -36.7% | +6.8% |
| 1Y | -4.2% | +34.4% | -38.6% | +0.1% |
| All | -4.2% | +31.9% | -36.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling