+851.5%
DE vs UL
+66.7%
+784.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -2.6% | -3.4% | +0.8% | -1.4% |
| 30D | +9.0% | +0.5% | +8.5% | +8.8% |
| 3M | +19.1% | +7.2% | +11.9% | +15.9% |
| 6M | +14.4% | -3.1% | +17.4% | +15.0% |
| YTD | +45.9% | -2.7% | +48.7% | +46.5% |
| 1Y | +43.6% | -10.2% | +53.8% | +48.1% |
| 3Y | +75.9% | +20.3% | +55.6% | +61.4% |
| 5Y | +98.8% | +19.9% | +78.8% | +79.5% |
| All | +851.5% | +66.7% | +784.8% | +715.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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