+203.8%
DHR vs UL
+66.7%
+137.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -3.4% | -0.2% | -2.5% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | +10.9% | +7.2% | +3.7% | +8.3% |
| 6M | +3.0% | -3.1% | +6.1% | +3.7% |
| YTD | -12.2% | -2.7% | -9.5% | -11.9% |
| 1Y | +3.3% | -10.2% | +13.5% | +6.3% |
| 3Y | -8.2% | +20.3% | -28.5% | -15.4% |
| 5Y | -29.9% | +19.9% | -49.8% | -36.3% |
| All | +203.8% | +66.7% | +137.1% | +165.8% |
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