-34.6%
DG vs URA
+128.0%
-162.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | +4.9% | +7.4% | -2.5% | +4.4% |
| 3M | +29.3% | -8.4% | +37.7% | +30.0% |
| 6M | -11.3% | -12.7% | +1.5% | -10.7% |
| YTD | +1.8% | +7.8% | -6.0% | +0.5% |
| 1Y | +25.3% | +19.5% | +5.9% | +22.7% |
| 3Y | +9.1% | +116.4% | -107.3% | +1.7% |
| All | -34.6% | +128.0% | -162.6% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling