-13.9%
DT vs URI
+159.0%
-173.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +1.0% |
| 7D | -5.4% | +2.6% | -8.0% | -5.8% |
| 30D | -32.2% | +9.1% | -41.3% | -33.2% |
| 3M | -10.9% | +1.0% | -11.9% | -11.3% |
| 6M | +10.0% | +23.3% | -13.4% | +5.2% |
| YTD | +2.1% | +43.3% | -41.2% | -6.8% |
| 1Y | -5.5% | +35.9% | -41.4% | -12.4% |
| All | -13.9% | +159.0% | -173.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling