-7.0%
DT vs URA
-32.0%
+25.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | -24.7% | -4.1% | -20.6% | -24.5% |
| 30D | -27.4% | -19.0% | -8.4% | -26.8% |
| 3M | -11.1% | -25.1% | +14.0% | -10.3% |
| 6M | +13.7% | -44.5% | +58.2% | +15.7% |
| YTD | +0.2% | -24.3% | +24.5% | +1.3% |
| All | -7.0% | -32.0% | +25.0% | -5.6% |
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