+14,609.3%
DE vs UL
+2,661.1%
+11,948.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +10.0% | -1.3% | +11.4% | +10.6% |
| 30D | +13.3% | +0.5% | +12.8% | +13.0% |
| 3M | +17.5% | +17.6% | -0.1% | +9.6% |
| 6M | +13.6% | -5.4% | +18.9% | +15.3% |
| YTD | +49.8% | +0.7% | +49.1% | +48.2% |
| 1Y | +47.9% | -9.3% | +57.1% | +52.2% |
| 3Y | +72.5% | +24.5% | +48.0% | +54.5% |
| 5Y | +90.2% | +23.2% | +67.0% | +67.1% |
| 10Y | +865.4% | +64.5% | +800.9% | +633.6% |
| All | +14,609.3% | +2,661.1% | +11,948.2% | +3,943.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling