+34.0%
DGX vs URA
+17.2%
+16.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.3% | +1.1% | -3.4% | -2.3% |
| 30D | +0.6% | +7.4% | -6.8% | +0.8% |
| 3M | +21.4% | -8.4% | +29.8% | +21.3% |
| 6M | +14.7% | -12.7% | +27.4% | +14.6% |
| YTD | +38.4% | +7.8% | +30.6% | +38.4% |
| 1Y | +34.0% | +19.5% | +14.5% | +37.4% |
| All | +34.0% | +17.2% | +16.7% | +37.4% |
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 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