+64.5%
DVA vs URA
+28.3%
+36.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | -4.7% |
| 7D | -10.7% | +4.5% | -15.1% | -11.1% |
| 30D | -4.4% | -13.4% | +9.0% | -3.0% |
| 3M | -4.1% | -28.4% | +24.3% | -0.8% |
| 6M | -13.2% | -40.5% | +27.3% | -8.4% |
| YTD | +53.2% | -24.3% | +77.5% | +55.3% |
| 1Y | +40.8% | -28.8% | +69.7% | +43.7% |
| 3Y | +109.7% | +37.6% | +72.1% | +84.0% |
| 5Y | +64.5% | +30.7% | +33.8% | +47.2% |
| All | +64.5% | +28.3% | +36.2% | +47.2% |
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