+111.8%
DG vs URA
+289.1%
-177.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +7.9% | -14.8% | +22.7% | +9.6% |
| 3M | +12.7% | -25.3% | +38.0% | +15.9% |
| 6M | +22.4% | -39.9% | +62.3% | +28.6% |
| YTD | +5.4% | -22.4% | +27.8% | +6.7% |
| 1Y | +39.4% | -29.0% | +68.4% | +42.4% |
| 3Y | +24.1% | +41.0% | -16.9% | +14.1% |
| 5Y | -32.2% | +38.3% | -70.5% | -38.8% |
| 10Y | +111.8% | +276.1% | -164.3% | +46.4% |
| All | +111.8% | +289.1% | -177.3% | +46.4% |
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