+40.8%
DVA vs URA
-29.1%
+69.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | -5.1% |
| 7D | -10.7% | +4.5% | -15.1% | -10.6% |
| 30D | -4.4% | -13.4% | +9.0% | -4.2% |
| 3M | -4.1% | -28.4% | +24.3% | -3.6% |
| 6M | -13.2% | -40.5% | +27.3% | -11.5% |
| YTD | +53.2% | -24.3% | +77.5% | +56.9% |
| 1Y | +40.8% | -28.8% | +69.7% | +44.0% |
| All | +40.8% | -29.1% | +69.9% | +44.0% |
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