+46.0%
DGX vs URA
-32.2%
+78.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.5% |
| 7D | +4.1% | -10.5% | +14.6% | +3.7% |
| 30D | +10.5% | -18.6% | +29.1% | +9.8% |
| 3M | +9.8% | -23.0% | +32.8% | +9.0% |
| 6M | +34.6% | -40.3% | +74.9% | +33.0% |
| YTD | +49.8% | -23.5% | +73.3% | +47.2% |
| 1Y | +46.0% | -31.1% | +77.1% | +43.8% |
| All | +46.0% | -32.2% | +78.2% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling