+7,712.8%
URI vs DTE
+1,573.2%
+6,139.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.5% | +5.5% |
| 7D | -4.0% | +1.8% | -5.9% | -5.0% |
| 30D | +6.8% | +9.0% | -2.2% | +1.6% |
| 3M | -2.8% | -0.2% | -2.6% | -2.7% |
| 6M | +20.9% | +0.1% | +20.8% | +20.3% |
| YTD | +40.2% | +10.0% | +30.3% | +32.2% |
| 1Y | +34.1% | +4.7% | +29.4% | +30.0% |
| 3Y | +164.1% | +55.7% | +108.5% | +99.4% |
| 5Y | +199.3% | +45.1% | +154.2% | +132.2% |
| 10Y | +1,218.8% | +145.1% | +1,073.7% | +637.2% |
| All | +7,712.8% | +1,573.2% | +6,139.6% | +1,599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling