+475.7%
DLR vs URA
-51.6%
+527.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.1% |
| 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% | -3.9% |
| 6M | -11.6% | -44.5% | +32.9% | -1.8% |
| YTD | +14.9% | -24.3% | +39.2% | +19.1% |
| 1Y | +6.4% | -28.1% | +34.6% | +11.2% |
| 3Y | +47.3% | +40.7% | +6.6% | +31.7% |
| 5Y | +32.8% | +35.5% | -2.6% | +16.5% |
| 10Y | +169.6% | +281.2% | -111.6% | +80.7% |
| All | +475.7% | -51.6% | +527.3% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling