+112.2%
DT vs URA
+431.2%
-319.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.1% |
| 7D | -0.5% | +5.7% | -6.3% | -2.5% |
| 30D | +0.1% | +5.6% | -5.5% | -2.2% |
| 3M | +24.1% | +6.2% | +17.9% | +20.2% |
| 6M | +30.1% | -8.2% | +38.4% | +30.5% |
| YTD | +16.8% | +9.7% | +7.1% | +6.9% |
| 1Y | -0.1% | +17.0% | -17.1% | -13.5% |
| 3Y | +6.8% | +118.5% | -111.6% | -35.7% |
| 5Y | -28.4% | +134.3% | -162.7% | -60.7% |
| All | +112.2% | +431.2% | -319.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling