+385.1%
DVA vs URA
-51.6%
+436.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | -4.5% |
| 7D | -10.7% | +4.5% | -15.1% | -11.3% |
| 30D | -4.4% | -13.4% | +9.0% | -2.4% |
| 3M | -4.1% | -28.4% | +24.3% | +0.6% |
| 6M | -13.2% | -40.5% | +27.3% | -6.8% |
| YTD | +53.2% | -24.3% | +77.5% | +56.4% |
| 1Y | +40.8% | -28.8% | +69.7% | +44.9% |
| 3Y | +109.7% | +37.6% | +72.1% | +84.9% |
| 5Y | +64.5% | +30.7% | +33.8% | +42.8% |
| 10Y | +192.4% | +266.8% | -74.4% | +92.6% |
| All | +385.1% | -51.6% | +436.7% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling