+60.6%
DVA vs URA
-32.2%
+92.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +5.8% |
| 7D | +4.7% | -10.5% | +15.3% | +4.8% |
| 30D | +7.8% | -18.6% | +26.4% | +8.0% |
| 3M | -15.5% | -23.0% | +7.5% | -15.4% |
| 6M | +25.0% | -40.3% | +65.3% | +27.0% |
| YTD | +69.6% | -23.5% | +93.1% | +74.4% |
| 1Y | +60.6% | -31.1% | +91.7% | +64.3% |
| All | +60.6% | -32.2% | +92.7% | +64.3% |
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