+1,129.1%
DIA vs UL
+695.1%
+434.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.2% | -1.3% | +1.2% | +0.3% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +3.8% | +17.6% | -13.8% | -2.7% |
| 6M | +10.3% | -5.4% | +15.6% | +11.8% |
| YTD | +12.1% | +0.7% | +11.4% | +10.8% |
| 1Y | +18.6% | -9.3% | +27.9% | +21.6% |
| 3Y | +60.6% | +24.5% | +36.1% | +44.3% |
| 5Y | +64.4% | +23.2% | +41.2% | +45.8% |
| 10Y | +250.1% | +64.5% | +185.6% | +171.7% |
| All | +1,129.1% | +695.1% | +434.0% | +435.2% |
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