+784.1%
DE vs URA
+277.9%
+506.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +2.3% | +2.9% | -0.6% | +1.4% |
| 30D | +9.3% | -10.8% | +20.2% | +12.3% |
| 3M | +12.2% | -25.5% | +37.7% | +20.2% |
| 6M | +18.1% | -41.2% | +59.3% | +33.8% |
| YTD | +49.8% | -21.3% | +71.0% | +54.4% |
| 1Y | +46.4% | -25.7% | +72.1% | +52.6% |
| 3Y | +92.5% | +43.1% | +49.5% | +54.7% |
| 5Y | +107.4% | +35.6% | +71.8% | +62.6% |
| 10Y | +784.1% | +281.3% | +502.8% | +367.9% |
| All | +784.1% | +277.9% | +506.1% | +367.9% |
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