+1,046.9%
DHR vs URA
-31.1%
+1,078.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.9% | +1.1% | -5.0% | -4.1% |
| 30D | +4.0% | +7.4% | -3.4% | +2.5% |
| 3M | +11.5% | -8.4% | +19.9% | +12.7% |
| 6M | +1.9% | -12.7% | +14.6% | +3.2% |
| YTD | -8.9% | +7.8% | -16.7% | -12.4% |
| 1Y | +5.1% | +19.5% | -14.3% | -2.5% |
| 3Y | -10.3% | +116.4% | -126.7% | -29.9% |
| 5Y | -27.8% | +134.3% | -162.1% | -46.9% |
| 10Y | +203.6% | +359.3% | -155.6% | +73.7% |
| All | +1,046.9% | -31.1% | +1,078.0% | +949.5% |
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 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