+54.4%
DLR vs URA
+35.4%
+18.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +3.3% | -1.5% | +4.9% | +3.6% |
| 30D | +4.6% | -10.4% | +15.0% | +6.9% |
| 3M | -8.3% | -29.6% | +21.4% | -1.8% |
| 6M | -5.6% | -40.3% | +34.6% | +3.9% |
| YTD | +18.7% | -25.5% | +44.2% | +23.1% |
| 1Y | +17.1% | -26.4% | +43.5% | +21.5% |
| 3Y | +54.4% | +31.4% | +22.9% | +35.8% |
| All | +54.4% | +35.4% | +18.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling