+5.5%
URI vs DTE
+2.7%
+2.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.2% |
| 7D | -0.5% | -2.0% | +1.5% | +0.6% |
| 30D | -13.4% | -2.4% | -11.0% | -12.2% |
| 3M | -6.2% | -7.3% | +1.1% | -2.8% |
| 6M | +28.0% | -7.6% | +35.6% | +32.4% |
| YTD | +23.0% | +5.8% | +17.1% | +18.2% |
| 1Y | +5.5% | +2.3% | +3.2% | +8.0% |
| All | +5.5% | +2.7% | +2.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling