+2,662.4%
DELL vs URA
+266.3%
+2,396.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.6% | -5.6% | -6.6% |
| 7D | +4.9% | -1.5% | +6.4% | +5.6% |
| 30D | -32.1% | -10.4% | -21.7% | -28.6% |
| 3M | -30.2% | -29.6% | -0.6% | -19.9% |
| 6M | +41.7% | -40.3% | +82.0% | +72.1% |
| YTD | +176.6% | -25.5% | +202.1% | +204.8% |
| 1Y | +159.9% | -26.4% | +186.4% | +187.2% |
| 3Y | +388.0% | +31.4% | +356.5% | +326.2% |
| 5Y | +578.2% | +28.6% | +549.6% | +473.2% |
| All | +2,662.4% | +266.3% | +2,396.1% | +1,321.0% |
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 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