+309.8%
DAR vs URA
+272.2%
+37.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +3.4% |
| 7D | +9.2% | +4.5% | +4.7% | +7.6% |
| 30D | -12.3% | -13.4% | +1.2% | -8.4% |
| 3M | -12.7% | -28.4% | +15.7% | -4.0% |
| 6M | -12.8% | -40.5% | +27.7% | +1.0% |
| YTD | +53.8% | -24.3% | +78.0% | +58.6% |
| 1Y | +60.3% | -28.8% | +89.1% | +68.4% |
| 3Y | +31.7% | +37.6% | -5.9% | -1.5% |
| 5Y | -27.7% | +30.7% | -58.4% | -47.2% |
| All | +309.8% | +272.2% | +37.5% | +86.9% |
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