+1,135.8%
URI vs DTE
+152.1%
+983.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +6.7% | +3.4% | +3.3% | +4.6% |
| 30D | +8.9% | +8.9% | 0.0% | +3.3% |
| 3M | +0.5% | +1.1% | -0.5% | -0.1% |
| 6M | +20.7% | +0.1% | +20.6% | +20.1% |
| YTD | +40.0% | +11.1% | +29.0% | +30.6% |
| 1Y | +34.4% | +4.9% | +29.5% | +29.7% |
| 3Y | +149.5% | +58.6% | +90.9% | +81.0% |
| 5Y | +205.6% | +47.3% | +158.3% | +128.1% |
| All | +1,135.8% | +152.1% | +983.7% | +685.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling