+187.3%
DVA vs URA
+272.2%
-85.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | -4.6% |
| 7D | -10.7% | +4.5% | -15.1% | -11.2% |
| 30D | -4.4% | -13.4% | +9.0% | -2.6% |
| 3M | -4.1% | -28.4% | +24.3% | +0.1% |
| 6M | -13.2% | -40.5% | +27.3% | -7.3% |
| YTD | +53.2% | -24.3% | +77.5% | +56.0% |
| 1Y | +40.8% | -28.8% | +69.7% | +44.5% |
| 3Y | +109.7% | +37.6% | +72.1% | +84.6% |
| 5Y | +64.5% | +30.7% | +33.8% | +42.7% |
| All | +187.3% | +272.2% | -85.0% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling