+454.8%
DG vs URA
-31.1%
+485.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +8.4% | +1.1% | +7.3% | +8.2% |
| 30D | +4.9% | +7.4% | -2.5% | +4.1% |
| 3M | +29.3% | -8.4% | +37.7% | +30.1% |
| 6M | -11.3% | -12.7% | +1.5% | -10.5% |
| YTD | +1.8% | +7.8% | -6.0% | -0.2% |
| 1Y | +25.3% | +19.5% | +5.9% | +20.9% |
| 3Y | +9.1% | +116.4% | -107.3% | -3.4% |
| 5Y | -34.9% | +134.3% | -169.2% | -44.4% |
| 10Y | +108.2% | +359.3% | -251.1% | +55.3% |
| All | +454.8% | -31.1% | +485.9% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling