+46.6%
DTE vs URA
+37.5%
+9.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +1.6% | +2.9% | -1.3% | +1.4% |
| 30D | +9.1% | -10.8% | +19.9% | +9.8% |
| 3M | +2.4% | -25.5% | +27.9% | +4.2% |
| 6M | -0.2% | -41.2% | +41.0% | +3.0% |
| YTD | +11.0% | -21.3% | +32.3% | +11.6% |
| 1Y | +3.4% | -25.7% | +29.1% | +4.3% |
| 3Y | +57.1% | +43.1% | +14.0% | +46.3% |
| 5Y | +46.6% | +35.6% | +11.0% | +32.8% |
| All | +46.6% | +37.5% | +9.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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