+117.6%
DT vs URI
+734.9%
-617.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | -3.3% | -2.0% | -1.3% | -2.7% |
| 30D | +2.0% | -12.9% | +15.0% | +6.4% |
| 3M | +20.0% | -6.7% | +26.7% | +21.5% |
| 6M | +39.3% | +19.0% | +20.3% | +27.3% |
| YTD | +19.8% | +25.5% | -5.8% | +6.4% |
| 1Y | +4.3% | +5.5% | -1.3% | -1.6% |
| 3Y | +7.7% | +111.3% | -103.6% | -25.0% |
| 5Y | -26.8% | +198.6% | -225.4% | -56.6% |
| All | +117.6% | +734.9% | -617.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling