+180.2%
DVA vs URA
+361.2%
-181.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.3% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | +1.7% | -0.4% | +2.1% | +1.6% |
| 3M | -8.7% | +6.3% | -14.9% | -9.9% |
| 6M | +19.7% | -14.0% | +33.6% | +21.3% |
| YTD | +59.6% | +5.3% | +54.3% | +55.5% |
| 1Y | +37.1% | +11.7% | +25.4% | +30.8% |
| 3Y | +89.8% | +109.8% | -20.0% | +56.8% |
| 5Y | +47.4% | +108.0% | -60.6% | +18.3% |
| All | +180.2% | +361.2% | -181.0% | +68.8% |
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