+65.9%
DRI vs URA
+37.6%
+28.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | -0.3% |
| 7D | -0.3% | +4.5% | -4.8% | -0.6% |
| 30D | +10.8% | -13.4% | +24.3% | +11.6% |
| 3M | +0.9% | -28.4% | +29.3% | +2.5% |
| 6M | +16.3% | -40.5% | +56.8% | +19.4% |
| YTD | +27.8% | -24.3% | +52.0% | +28.3% |
| 1Y | +33.9% | -28.8% | +62.7% | +34.9% |
| All | +65.9% | +37.6% | +28.3% | +53.8% |
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