+7.3%
DT vs URA
+117.9%
-110.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.3% | +1.1% | -4.4% | -3.4% |
| 30D | +2.0% | +7.4% | -5.3% | +0.9% |
| 3M | +20.0% | -8.4% | +28.4% | +21.2% |
| 6M | +39.3% | -12.7% | +52.0% | +40.9% |
| YTD | +19.8% | +7.8% | +12.0% | +15.6% |
| 1Y | +4.3% | +19.5% | -15.2% | -3.3% |
| All | +7.3% | +117.9% | -110.6% | -16.6% |
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 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