+522.0%
DAR vs URA
-31.1%
+553.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +12.8% | +7.4% | +5.4% | +9.2% |
| 3M | +7.4% | -8.4% | +15.8% | +9.0% |
| 6M | +22.3% | -12.7% | +35.0% | +24.2% |
| YTD | +81.1% | +7.8% | +73.3% | +67.2% |
| 1Y | +106.5% | +19.5% | +87.0% | +78.6% |
| 3Y | +5.3% | +116.4% | -111.1% | -33.1% |
| 5Y | -11.5% | +134.3% | -145.8% | -48.2% |
| 10Y | +353.3% | +359.3% | -5.9% | +82.3% |
| All | +522.0% | -31.1% | +553.1% | +374.6% |
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 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