+171.8%
DLR vs UL
+65.6%
+106.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -1.3% | -4.1% | +2.8% | +0.1% |
| 30D | -2.9% | -1.2% | -1.7% | -2.6% |
| 3M | +3.2% | +6.0% | -2.8% | +0.7% |
| 6M | +3.9% | -5.5% | +9.4% | +5.2% |
| YTD | +21.4% | -3.3% | +24.8% | +21.8% |
| 1Y | +9.7% | -9.8% | +19.5% | +12.5% |
| 3Y | +56.5% | +20.1% | +36.4% | +42.0% |
| 5Y | +41.5% | +19.2% | +22.3% | +26.4% |
| All | +171.8% | +65.6% | +106.1% | +121.2% |
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 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