+199.1%
URI vs DTE
+30.3%
+168.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -0.9% |
| 30D | -12.4% | -4.4% | -8.0% | -10.6% |
| 3M | -7.3% | -8.3% | +1.1% | -3.6% |
| 6M | +27.2% | -8.1% | +35.3% | +32.0% |
| YTD | +23.0% | +4.4% | +18.5% | +20.3% |
| 1Y | +3.9% | +0.2% | +3.7% | +3.6% |
| 3Y | +121.6% | +42.6% | +79.0% | +82.8% |
| All | +199.1% | +30.3% | +168.9% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling