+101.5%
DG vs URA
+272.2%
-170.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.7% |
| 7D | -2.5% | +4.5% | -6.9% | -2.9% |
| 30D | +7.7% | -13.4% | +21.1% | +9.1% |
| 3M | +13.1% | -28.4% | +41.5% | +16.8% |
| 6M | +32.0% | -40.5% | +72.5% | +38.8% |
| YTD | +3.3% | -24.3% | +27.6% | +4.8% |
| 1Y | +31.7% | -28.8% | +60.5% | +34.4% |
| 3Y | +21.7% | +37.6% | -15.9% | +12.1% |
| 5Y | -34.7% | +30.7% | -65.4% | -40.7% |
| All | +101.5% | +272.2% | -170.8% | +33.0% |
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