+1,158.5%
URI vs DTE
+149.8%
+1,008.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.3% |
| 7D | -6.0% | +3.5% | -9.5% | -7.9% |
| 30D | +4.6% | +9.5% | -4.9% | -1.1% |
| 3M | -2.7% | +2.5% | -5.2% | -4.2% |
| 6M | +18.4% | +0.6% | +17.8% | +17.4% |
| YTD | +37.4% | +10.5% | +26.9% | +28.5% |
| 1Y | +30.4% | +3.3% | +27.0% | +27.1% |
| 3Y | +147.9% | +56.3% | +91.6% | +81.4% |
| 5Y | +202.1% | +44.9% | +157.1% | +127.8% |
| All | +1,158.5% | +149.8% | +1,008.8% | +701.5% |
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