+5.9%
DLR vs URA
-32.0%
+37.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.2% |
| 7D | -3.6% | -4.1% | +0.5% | -2.8% |
| 30D | -3.5% | -19.0% | +15.5% | +0.5% |
| 3M | -8.9% | -25.1% | +16.2% | -3.8% |
| 6M | -11.6% | -44.5% | +32.9% | -2.2% |
| YTD | +14.9% | -24.3% | +39.2% | +16.8% |
| All | +5.9% | -32.0% | +37.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling