+53.1%
DLR vs UL
+35.5%
+17.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +0.7% | +7.0% | -6.2% | 0.0% |
| 3M | -6.4% | +5.8% | -12.2% | -7.0% |
| 6M | -6.5% | +16.1% | -22.7% | -8.5% |
| YTD | +18.8% | +4.5% | +14.3% | +18.0% |
| 1Y | +9.0% | -1.3% | +10.3% | +9.1% |
| All | +53.1% | +35.5% | +17.6% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling