+82.1%
DT vs URA
+266.6%
-184.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -2.1% |
| 7D | -24.7% | -4.1% | -20.6% | -23.6% |
| 30D | -27.4% | -19.0% | -8.4% | -22.0% |
| 3M | -11.1% | -25.1% | +14.0% | -2.7% |
| 6M | +13.7% | -44.5% | +58.2% | +36.9% |
| YTD | +0.2% | -24.3% | +24.5% | +3.7% |
| 1Y | -5.7% | -28.1% | +22.4% | -1.0% |
| 3Y | -8.1% | +40.7% | -48.8% | -34.8% |
| 5Y | -43.1% | +35.5% | -78.5% | -60.8% |
| All | +82.1% | +266.6% | -184.5% | -47.1% |
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 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