+854.6%
DE vs URA
+361.2%
+493.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | -2.4% | -1.5% | -0.8% | -2.0% |
| 30D | +9.7% | -0.4% | +10.1% | +9.4% |
| 3M | +21.4% | +6.3% | +15.1% | +18.4% |
| 6M | +15.0% | -14.0% | +29.0% | +17.9% |
| YTD | +46.4% | +5.3% | +41.1% | +40.6% |
| 1Y | +45.6% | +11.7% | +34.0% | +34.8% |
| 3Y | +76.8% | +109.8% | -33.0% | +27.8% |
| 5Y | +99.4% | +108.0% | -8.5% | +36.7% |
| All | +854.6% | +361.2% | +493.3% | +359.2% |
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