+368.4%
DAR vs URA
+361.2%
+7.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.4% |
| 7D | +0.9% | -1.5% | +2.5% | +1.4% |
| 30D | +6.4% | -0.4% | +6.8% | +6.0% |
| 3M | +13.2% | +6.3% | +7.0% | +9.5% |
| 6M | +26.2% | -14.0% | +40.2% | +28.9% |
| YTD | +84.4% | +5.3% | +79.0% | +72.1% |
| 1Y | +112.0% | +11.7% | +100.4% | +89.1% |
| 3Y | +13.4% | +109.8% | -96.4% | -26.7% |
| 5Y | -6.0% | +108.0% | -114.0% | -41.9% |
| All | +368.4% | +361.2% | +7.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling