-39.5%
DT vs URI
+209.3%
-248.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +2.7% | +9.3% | -6.6% | -0.1% |
| 30D | -30.4% | +7.6% | -38.0% | -32.0% |
| 3M | -9.4% | +1.0% | -10.5% | -10.1% |
| 6M | +14.5% | +19.8% | -5.3% | +6.4% |
| YTD | +3.6% | +41.9% | -38.3% | -12.1% |
| 1Y | -3.4% | +33.4% | -36.8% | -16.0% |
| 3Y | -11.1% | +156.0% | -167.1% | -46.6% |
| 5Y | -39.5% | +209.5% | -249.0% | -68.9% |
| All | -39.5% | +209.3% | -248.8% | -68.9% |
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 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