+107.6%
DGX vs URA
+35.4%
+72.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +1.6% | -1.5% | +3.1% | +1.5% |
| 30D | +11.2% | -10.4% | +21.6% | +11.1% |
| 3M | +10.4% | -29.6% | +40.0% | +10.1% |
| 6M | +37.1% | -40.3% | +77.4% | +36.7% |
| YTD | +52.1% | -25.5% | +77.6% | +51.3% |
| 1Y | +40.7% | -26.4% | +67.1% | +40.0% |
| 3Y | +107.6% | +31.4% | +76.1% | +99.4% |
| All | +107.6% | +35.4% | +72.2% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling