+34.3%
DLR vs URA
+128.0%
-93.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | -3.4% | +7.4% | -10.7% | -4.8% |
| 3M | +0.5% | -8.4% | +8.9% | +1.8% |
| 6M | +4.6% | -12.7% | +17.3% | +6.4% |
| YTD | +23.4% | +7.8% | +15.6% | +19.2% |
| 1Y | +19.0% | +19.5% | -0.4% | +11.2% |
| 3Y | +56.5% | +116.4% | -59.9% | +24.9% |
| All | +34.3% | +128.0% | -93.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling