+242.4%
DGX vs URA
+361.2%
-118.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.1% | -1.5% |
| 7D | -3.5% | -1.5% | -1.9% | -3.3% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | +13.9% | +6.3% | +7.6% | +13.0% |
| 6M | +16.0% | -14.0% | +30.0% | +16.9% |
| YTD | +34.9% | +5.3% | +29.6% | +32.6% |
| 1Y | +30.6% | +11.7% | +18.9% | +26.7% |
| 3Y | +93.0% | +109.8% | -16.8% | +69.7% |
| 5Y | +64.4% | +108.0% | -43.5% | +40.9% |
| All | +242.4% | +361.2% | -118.9% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling