+99.6%
DE vs UL
+18.7%
+80.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -2.6% | -3.4% | +0.8% | -1.8% |
| 30D | +9.0% | +0.5% | +8.5% | +8.9% |
| 3M | +19.1% | +7.2% | +11.9% | +17.2% |
| 6M | +14.4% | -3.1% | +17.4% | +14.8% |
| YTD | +45.9% | -2.7% | +48.7% | +46.5% |
| 1Y | +43.6% | -10.2% | +53.8% | +46.5% |
| 3Y | +75.9% | +20.3% | +55.6% | +68.7% |
| All | +99.6% | +18.7% | +80.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling