+1,080.9%
DE vs URA
-31.1%
+1,112.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +10.0% | +1.1% | +9.0% | +9.6% |
| 30D | +13.3% | +7.4% | +5.9% | +10.7% |
| 3M | +17.5% | -8.4% | +25.9% | +19.3% |
| 6M | +13.6% | -12.7% | +26.3% | +16.1% |
| YTD | +49.8% | +7.8% | +42.0% | +42.6% |
| 1Y | +47.9% | +19.5% | +28.4% | +33.9% |
| 3Y | +72.5% | +116.4% | -43.9% | +23.4% |
| 5Y | +90.2% | +134.3% | -44.1% | +25.3% |
| 10Y | +865.4% | +359.3% | +506.1% | +365.0% |
| All | +1,080.9% | -31.1% | +1,112.0% | +862.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling