+96.4%
DE vs URA
+131.0%
-34.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -5.0% | -2.5% |
| 7D | +0.7% | +8.1% | -7.4% | -0.9% |
| 30D | +9.6% | +5.8% | +3.9% | +8.2% |
| 3M | +19.0% | +3.4% | +15.5% | +17.5% |
| 6M | +16.1% | -2.6% | +18.7% | +15.5% |
| YTD | +47.0% | +11.2% | +35.9% | +41.5% |
| 1Y | +43.1% | +19.8% | +23.3% | +33.4% |
| 3Y | +77.5% | +121.5% | -44.0% | +36.7% |
| 5Y | +96.4% | +134.5% | -38.1% | +43.5% |
| All | +96.4% | +131.0% | -34.6% | +43.5% |
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 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