+525.8%
DIA vs URA
-51.6%
+577.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.1% |
| 30D | +0.3% | -19.0% | +19.3% | +4.8% |
| 3M | -4.5% | -25.1% | +20.6% | +1.2% |
| 6M | +3.4% | -44.5% | +47.8% | +16.4% |
| YTD | +7.8% | -24.3% | +32.1% | +11.7% |
| 1Y | +10.7% | -28.1% | +38.9% | +15.8% |
| 3Y | +57.5% | +40.7% | +16.9% | +34.6% |
| 5Y | +53.7% | +35.5% | +18.3% | +28.0% |
| 10Y | +247.2% | +281.2% | -34.0% | +101.7% |
| All | +525.8% | -51.6% | +577.5% | +431.1% |
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 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