-6.9%
DT vs URI
+30.2%
-37.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | -7.5% | -6.0% | -1.6% | -7.8% |
| 30D | -31.5% | +4.6% | -36.1% | -31.3% |
| 3M | -14.0% | -2.7% | -11.3% | -14.3% |
| 6M | +6.9% | +18.4% | -11.5% | +7.9% |
| YTD | +0.3% | +37.4% | -37.0% | +3.9% |
| 1Y | -6.9% | +30.4% | -37.3% | -1.9% |
| All | -6.9% | +30.2% | -37.1% | -1.9% |
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