-0.1%
DT vs URA
+18.3%
-18.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.7% |
| 7D | -0.5% | +5.7% | -6.3% | -0.7% |
| 30D | +0.1% | +5.6% | -5.5% | -0.1% |
| 3M | +24.1% | +6.2% | +17.9% | +23.9% |
| 6M | +30.1% | -8.2% | +38.4% | +30.3% |
| YTD | +16.8% | +9.7% | +7.1% | +16.7% |
| 1Y | -0.1% | +17.0% | -17.1% | -2.3% |
| All | -0.1% | +18.3% | -18.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling