+91.1%
DE vs URA
+37.6%
+53.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.4% |
| 7D | +2.3% | +4.5% | -2.1% | +1.7% |
| 30D | +4.4% | -13.4% | +17.9% | +6.2% |
| 3M | +9.8% | -28.4% | +38.2% | +14.2% |
| 6M | +15.8% | -40.5% | +56.2% | +23.2% |
| YTD | +47.0% | -24.3% | +71.2% | +51.0% |
| 1Y | +42.8% | -28.8% | +71.6% | +47.6% |
| All | +91.1% | +37.6% | +53.5% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling