+4,177.7%
DELL vs URA
+369.2%
+3,808.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +8.7% | +5.7% | +3.0% | +6.6% |
| 30D | +16.9% | +5.6% | +11.3% | +14.5% |
| 3M | +40.4% | +6.2% | +34.2% | +37.6% |
| 6M | +267.1% | -8.2% | +275.3% | +275.2% |
| YTD | +329.1% | +9.7% | +319.4% | +306.7% |
| 1Y | +346.9% | +17.0% | +329.9% | +308.5% |
| 3Y | +696.6% | +118.5% | +578.2% | +474.4% |
| 5Y | +1,106.2% | +134.3% | +971.8% | +706.5% |
| 10Y | +4,177.7% | +377.5% | +3,800.3% | +1,795.9% |
| All | +4,177.7% | +369.2% | +3,808.5% | +1,795.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling