+4,404.4%
DELL vs UL
+66.7%
+4,337.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.3% | +11.8% |
| 7D | +8.2% | -3.4% | +11.6% | +9.1% |
| 30D | +17.1% | +0.5% | +16.6% | +16.9% |
| 3M | +45.2% | +7.2% | +37.9% | +41.7% |
| 6M | +286.8% | -3.1% | +289.8% | +287.3% |
| YTD | +354.8% | -2.7% | +357.5% | +354.8% |
| 1Y | +358.3% | -10.2% | +368.5% | +368.0% |
| 3Y | +724.9% | +20.3% | +704.6% | +642.6% |
| 5Y | +1,193.7% | +19.9% | +1,173.7% | +1,046.5% |
| All | +4,404.4% | +66.7% | +4,337.8% | +3,654.0% |
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