+186.6%
DLR vs URA
+272.2%
-85.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +2.0% |
| 7D | +5.0% | +4.5% | +0.6% | +4.1% |
| 30D | +3.0% | -13.4% | +16.4% | +5.8% |
| 3M | -6.3% | -28.4% | +22.1% | -0.4% |
| 6M | -4.8% | -40.5% | +35.7% | +4.3% |
| YTD | +21.0% | -24.3% | +45.3% | +25.3% |
| 1Y | +15.1% | -28.8% | +44.0% | +20.4% |
| 3Y | +56.0% | +37.6% | +18.4% | +39.9% |
| 5Y | +39.1% | +30.7% | +8.4% | +22.0% |
| All | +186.6% | +272.2% | -85.6% | +83.7% |
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