+6,893.4%
URI vs DTE
+1,530.8%
+5,362.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -2.0% | +0.2% | -2.1% | -2.1% |
| 30D | -12.9% | -2.6% | -10.4% | -11.6% |
| 3M | -6.7% | -3.9% | -2.8% | -4.8% |
| 6M | +19.0% | -7.9% | +26.9% | +24.4% |
| YTD | +25.5% | +7.2% | +18.4% | +20.1% |
| 1Y | +5.5% | +3.1% | +2.5% | +3.2% |
| 3Y | +111.3% | +47.6% | +63.7% | +64.3% |
| 5Y | +198.6% | +32.7% | +165.8% | +143.9% |
| 10Y | +1,179.9% | +138.8% | +1,041.2% | +624.4% |
| All | +6,893.4% | +1,530.8% | +5,362.6% | +1,444.1% |
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