+68.3%
DGX vs URA
+91.2%
-22.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +1.8% |
| 7D | -0.9% | -5.5% | +4.6% | -0.7% |
| 30D | -1.2% | -3.7% | +2.5% | -1.0% |
| 3M | +15.8% | -2.9% | +18.7% | +15.8% |
| 6M | +18.2% | -15.2% | +33.4% | +18.7% |
| YTD | +37.2% | +1.9% | +35.3% | +36.0% |
| 1Y | +30.4% | +6.9% | +23.4% | +28.4% |
| 3Y | +96.7% | +99.6% | -2.9% | +82.1% |
| All | +68.3% | +91.2% | -22.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling