-42.9%
DT vs URA
+25.3%
-68.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.9% |
| 7D | -24.7% | -4.1% | -20.6% | -23.7% |
| 30D | -27.4% | -19.0% | -8.4% | -22.8% |
| 3M | -11.1% | -25.1% | +14.0% | -3.9% |
| 6M | +13.7% | -44.5% | +58.2% | +33.8% |
| YTD | +0.2% | -24.3% | +24.5% | +2.9% |
| 1Y | -5.7% | -28.1% | +22.4% | -1.9% |
| 3Y | -8.1% | +40.7% | -48.8% | -35.5% |
| All | -42.9% | +25.3% | -68.2% | -60.5% |
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