+7,869.5%
URI vs DTE
+1,589.4%
+6,280.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +2.4% | +1.6% | +0.8% | +1.6% |
| 30D | +8.9% | +9.1% | -0.2% | +3.6% |
| 3M | +0.8% | +2.4% | -1.6% | -0.6% |
| 6M | +23.1% | -0.2% | +23.4% | +22.8% |
| YTD | +43.1% | +11.0% | +32.0% | +34.1% |
| 1Y | +35.7% | +3.4% | +32.3% | +32.5% |
| 3Y | +158.2% | +57.1% | +101.1% | +93.9% |
| 5Y | +212.6% | +46.6% | +166.0% | +141.1% |
| 10Y | +1,210.8% | +151.3% | +1,059.5% | +622.5% |
| All | +7,869.5% | +1,589.4% | +6,280.1% | +1,623.7% |
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