+99.1%
DE vs URA
+25.6%
+73.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | +3.6% | -10.4% | +14.0% | +5.6% |
| 3M | +10.2% | -29.6% | +39.9% | +17.6% |
| 6M | +16.6% | -40.3% | +56.8% | +28.2% |
| YTD | +45.8% | -25.5% | +71.3% | +51.2% |
| 1Y | +43.9% | -26.4% | +70.3% | +49.0% |
| 3Y | +89.6% | +31.4% | +58.2% | +59.7% |
| All | +99.1% | +25.6% | +73.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling