+19.3%
DG vs URA
+36.0%
-16.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.3% |
| 7D | +1.1% | -4.1% | +5.2% | +1.3% |
| 30D | +9.5% | -19.0% | +28.5% | +10.5% |
| 3M | +5.5% | -25.1% | +30.6% | +6.8% |
| 6M | +16.1% | -44.5% | +60.6% | +19.9% |
| YTD | +2.7% | -24.3% | +27.0% | +3.3% |
| 1Y | +42.1% | -28.1% | +70.2% | +43.3% |
| 3Y | +19.3% | +40.7% | -21.4% | +18.1% |
| All | +19.3% | +36.0% | -16.7% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling