-26.7%
DT vs URA
+128.0%
-154.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | +2.0% | +7.4% | -5.3% | -0.4% |
| 3M | +20.0% | -8.4% | +28.4% | +22.2% |
| 6M | +39.3% | -12.7% | +52.0% | +41.9% |
| YTD | +19.8% | +7.8% | +12.0% | +11.6% |
| 1Y | +4.3% | +19.5% | -15.2% | -9.0% |
| 3Y | +7.7% | +116.4% | -108.7% | -32.3% |
| All | -26.7% | +128.0% | -154.7% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling