+496.9%
DTE vs URA
-31.1%
+528.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | -2.6% | +7.4% | -10.0% | -3.6% |
| 3M | -3.9% | -8.4% | +4.5% | -3.3% |
| 6M | -7.9% | -12.7% | +4.8% | -7.1% |
| YTD | +7.2% | +7.8% | -0.6% | +4.5% |
| 1Y | +3.1% | +19.5% | -16.4% | -1.7% |
| 3Y | +47.6% | +116.4% | -68.8% | +25.4% |
| 5Y | +32.7% | +134.3% | -101.6% | +7.5% |
| 10Y | +138.8% | +359.3% | -220.5% | +58.1% |
| All | +496.9% | -31.1% | +528.0% | +398.3% |
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 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