-12.8%
DT vs URA
+35.4%
-48.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +3.1% | -1.5% | +4.7% | +3.3% |
| 30D | -29.5% | -10.4% | -19.1% | -28.5% |
| 3M | -11.7% | -29.6% | +17.9% | -7.8% |
| 6M | +29.0% | -40.3% | +69.3% | +37.5% |
| YTD | +3.4% | -25.5% | +28.9% | +4.6% |
| 1Y | -4.2% | -26.4% | +22.2% | -3.1% |
| 3Y | -12.8% | +31.4% | -44.3% | -26.8% |
| All | -12.8% | +35.4% | -48.2% | -26.8% |
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