+13.0%
DLR vs UL
+1.7%
+11.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.5% |
| 7D | +2.8% | +4.7% | -1.8% | +2.6% |
| 30D | +2.8% | +11.6% | -8.8% | +2.1% |
| 3M | -4.0% | +5.3% | -9.3% | -4.2% |
| 6M | -5.6% | +16.0% | -21.6% | -7.1% |
| YTD | +21.9% | +5.0% | +17.0% | +21.6% |
| 1Y | +13.0% | +1.1% | +11.9% | +13.2% |
| All | +13.0% | +1.7% | +11.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling