+392.1%
DAR vs URA
-50.4%
+442.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.6% | -0.6% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | -14.4% | -14.8% | +0.4% | -9.8% |
| 3M | -17.9% | -25.3% | +7.4% | -10.2% |
| 6M | -18.3% | -39.9% | +21.6% | -4.6% |
| YTD | +43.2% | -22.4% | +65.7% | +47.5% |
| 1Y | +57.7% | -29.0% | +86.7% | +67.1% |
| 3Y | +22.7% | +41.0% | -18.2% | -8.5% |
| 5Y | -34.0% | +38.3% | -72.4% | -52.4% |
| 10Y | +279.5% | +276.1% | +3.4% | +61.4% |
| All | +392.1% | -50.4% | +442.5% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling