+412.7%
DVA vs URA
-31.1%
+443.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.8% | +1.1% | +0.8% | +1.6% |
| 30D | -2.5% | +7.4% | -9.9% | -3.8% |
| 3M | -4.3% | -8.4% | +4.1% | -3.5% |
| 6M | +18.9% | -12.7% | +31.6% | +20.3% |
| YTD | +61.9% | +7.8% | +54.2% | +57.0% |
| 1Y | +35.7% | +19.5% | +16.3% | +27.8% |
| 3Y | +78.6% | +116.4% | -37.8% | +46.5% |
| 5Y | +39.2% | +134.3% | -95.1% | +8.7% |
| 10Y | +184.0% | +359.3% | -175.2% | +82.0% |
| All | +412.7% | -31.1% | +443.8% | +330.9% |
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