-43.0%
DT vs URI
+166.6%
-209.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -24.7% | -9.8% | -14.9% | -22.3% |
| 30D | -27.4% | +1.7% | -29.1% | -27.8% |
| 3M | -11.1% | -9.1% | -2.1% | -8.9% |
| 6M | +13.7% | +9.9% | +3.8% | +8.5% |
| YTD | +0.2% | +31.2% | -31.0% | -12.8% |
| 1Y | -5.7% | +25.9% | -31.6% | -16.7% |
| 3Y | -8.1% | +147.4% | -155.5% | -44.9% |
| All | -43.0% | +166.6% | -209.5% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling