+33.2%
DTE vs URA
+121.8%
-88.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.0% |
| 7D | -2.0% | -1.5% | -0.5% | -1.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -7.3% | +6.3% | -13.6% | -7.8% |
| 6M | -7.6% | -14.0% | +6.3% | -7.1% |
| YTD | +5.8% | +5.3% | +0.5% | +4.7% |
| 1Y | +2.3% | +11.7% | -9.3% | +0.5% |
| 3Y | +45.0% | +109.8% | -64.8% | +32.8% |
| 5Y | +33.2% | +108.0% | -74.7% | +19.3% |
| All | +33.2% | +121.8% | -88.6% | +19.3% |
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