+1,105.4%
DIA vs UL
+717.8%
+387.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.5% |
| 30D | +1.2% | +5.7% | -4.4% | -0.9% |
| 3M | -2.4% | +7.0% | -9.4% | -5.0% |
| 6M | +5.7% | +16.1% | -10.4% | -0.6% |
| YTD | +9.9% | +3.6% | +6.4% | +7.3% |
| 1Y | +9.8% | -1.4% | +11.2% | +9.0% |
| 3Y | +59.8% | +34.1% | +25.7% | +39.4% |
| 5Y | +57.7% | +32.0% | +25.7% | +36.0% |
| 10Y | +235.8% | +104.7% | +131.1% | +139.7% |
| All | +1,105.4% | +717.8% | +387.7% | +418.5% |
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 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