+573.5%
DGX vs URA
-52.4%
+625.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +11.2% | -10.4% | +21.6% | +12.5% |
| 3M | +10.4% | -29.6% | +40.0% | +14.6% |
| 6M | +37.1% | -40.3% | +77.4% | +44.6% |
| YTD | +52.1% | -25.5% | +77.6% | +54.4% |
| 1Y | +40.7% | -26.4% | +67.1% | +42.8% |
| 3Y | +107.6% | +31.4% | +76.1% | +88.2% |
| 5Y | +90.6% | +28.6% | +62.0% | +69.2% |
| 10Y | +287.9% | +260.9% | +27.0% | +162.5% |
| All | +573.5% | -52.4% | +625.9% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling