+518.4%
DTE vs URA
-52.4%
+570.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +3.4% | -1.5% | +5.0% | +3.6% |
| 30D | +8.9% | -10.4% | +19.3% | +10.3% |
| 3M | +1.1% | -29.6% | +30.7% | +5.3% |
| 6M | +0.1% | -40.3% | +40.4% | +6.1% |
| YTD | +11.1% | -25.5% | +36.5% | +13.2% |
| 1Y | +4.9% | -26.4% | +31.4% | +7.0% |
| 3Y | +58.6% | +31.4% | +27.1% | +44.2% |
| 5Y | +47.3% | +28.6% | +18.7% | +31.2% |
| 10Y | +151.3% | +260.9% | -109.6% | +70.7% |
| All | +518.4% | -52.4% | +570.8% | +440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling