+204.4%
DHR vs URA
+361.2%
-156.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | -5.0% | -1.5% | -3.4% | -4.8% |
| 30D | -3.3% | -0.4% | -3.0% | -3.4% |
| 3M | +9.4% | +6.3% | +3.2% | +8.0% |
| 6M | +3.2% | -14.0% | +17.1% | +4.5% |
| YTD | -12.0% | +5.3% | -17.3% | -14.5% |
| 1Y | +4.9% | +11.7% | -6.8% | -0.3% |
| 3Y | -7.4% | +109.8% | -117.2% | -24.6% |
| 5Y | -29.8% | +108.0% | -137.7% | -44.6% |
| All | +204.4% | +361.2% | -156.9% | +81.1% |
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