+1,271.8%
URI vs DTE
+136.5%
+1,135.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.9% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -9.4% | -0.5% | -8.9% | -9.1% |
| 3M | -5.8% | -6.0% | +0.2% | -2.4% |
| 6M | +25.8% | -7.2% | +33.0% | +31.2% |
| YTD | +27.9% | +7.2% | +20.7% | +22.1% |
| 1Y | +9.7% | +4.1% | +5.7% | +6.5% |
| 3Y | +128.0% | +46.9% | +81.1% | +74.5% |
| 5Y | +212.4% | +32.9% | +179.5% | +151.1% |
| 10Y | +1,271.8% | +144.5% | +1,127.3% | +753.9% |
| All | +1,271.8% | +136.5% | +1,135.4% | +753.9% |
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