+45.6%
DE vs URA
+11.7%
+33.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | -2.4% | -1.5% | -0.8% | -2.3% |
| 30D | +9.7% | -0.4% | +10.1% | +9.5% |
| 3M | +21.4% | +6.3% | +15.1% | +20.1% |
| 6M | +15.0% | -14.0% | +29.0% | +16.0% |
| YTD | +46.4% | +5.3% | +41.1% | +49.1% |
| 1Y | +45.6% | +11.7% | +34.0% | +46.7% |
| All | +45.6% | +11.7% | +33.9% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling