+63.6%
DIA vs UL
+19.6%
+44.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -2.7% | -0.6% | -2.1% | -2.6% |
| 3M | +3.3% | +9.4% | -6.2% | +1.1% |
| 6M | +10.4% | -4.1% | +14.6% | +11.2% |
| YTD | +10.0% | -2.0% | +12.0% | +10.0% |
| 1Y | +16.2% | -9.0% | +25.1% | +18.1% |
| 3Y | +58.7% | +21.8% | +36.9% | +48.3% |
| 5Y | +63.6% | +20.6% | +43.0% | +48.5% |
| All | +63.6% | +19.6% | +44.0% | +48.5% |
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