+165.8%
DLR vs URA
+371.9%
-206.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | +3.4% | +8.1% | -4.7% | +1.9% |
| 30D | -2.2% | +5.8% | -8.0% | -3.3% |
| 3M | +4.7% | +3.4% | +1.3% | +3.6% |
| 6M | +9.0% | -2.6% | +11.6% | +8.6% |
| YTD | +24.1% | +11.2% | +13.0% | +19.7% |
| 1Y | +20.9% | +19.8% | +1.1% | +13.9% |
| 3Y | +60.0% | +121.5% | -61.4% | +31.1% |
| 5Y | +35.3% | +134.5% | -99.2% | +6.6% |
| 10Y | +165.8% | +376.7% | -210.9% | +72.4% |
| All | +165.8% | +371.9% | -206.2% | +72.4% |
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