+235.2%
DIS vs URA
-31.1%
+266.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +3.5% | +7.4% | -3.9% | +1.4% |
| 3M | +6.8% | -8.4% | +15.2% | +8.2% |
| 6M | +3.0% | -12.7% | +15.7% | +4.9% |
| YTD | -6.7% | +7.8% | -14.5% | -11.0% |
| 1Y | -10.1% | +19.5% | -29.5% | -17.7% |
| 3Y | +33.0% | +116.4% | -83.4% | -1.3% |
| 5Y | -40.0% | +134.3% | -174.3% | -58.4% |
| 10Y | +21.1% | +359.3% | -338.2% | -36.0% |
| All | +235.2% | -31.1% | +266.3% | +168.6% |
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