-11.6%
DAR vs URA
+128.0%
-139.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +12.8% | +7.4% | +5.4% | +10.1% |
| 3M | +7.4% | -8.4% | +15.8% | +8.8% |
| 6M | +22.3% | -12.7% | +35.0% | +24.0% |
| YTD | +81.1% | +7.8% | +73.3% | +69.5% |
| 1Y | +106.5% | +19.5% | +87.0% | +82.3% |
| 3Y | +5.3% | +116.4% | -111.1% | -30.8% |
| All | -11.6% | +128.0% | -139.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling