+37.2%
DAR vs URA
+35.4%
+1.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +11.6% | -1.5% | +13.1% | +11.8% |
| 30D | -10.2% | -10.4% | +0.2% | -9.1% |
| 3M | -14.8% | -29.6% | +14.8% | -11.4% |
| 6M | -10.1% | -40.3% | +30.2% | -4.4% |
| YTD | +55.5% | -25.5% | +81.0% | +56.3% |
| 1Y | +61.7% | -26.4% | +88.1% | +62.6% |
| 3Y | +37.2% | +31.4% | +5.7% | +11.7% |
| All | +37.2% | +35.4% | +1.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling