+459.8%
DG vs URA
-51.6%
+511.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.5% |
| 7D | +1.1% | -4.1% | +5.2% | +1.5% |
| 30D | +9.5% | -19.0% | +28.5% | +11.7% |
| 3M | +5.5% | -25.1% | +30.6% | +8.3% |
| 6M | +16.1% | -44.5% | +60.6% | +22.8% |
| YTD | +2.7% | -24.3% | +27.0% | +4.2% |
| 1Y | +42.1% | -28.1% | +70.2% | +44.9% |
| 3Y | +19.3% | +40.7% | -21.4% | +10.5% |
| 5Y | -35.3% | +35.5% | -70.8% | -41.0% |
| 10Y | +123.9% | +281.2% | -157.2% | +70.1% |
| All | +459.8% | -51.6% | +511.4% | +406.4% |
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 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