+42.1%
DLR vs UL
+19.6%
+22.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.1% |
| 7D | +2.9% | -3.2% | +6.1% | +3.6% |
| 30D | -1.2% | -0.6% | -0.6% | -1.1% |
| 3M | +2.9% | +9.4% | -6.5% | +0.6% |
| 6M | +6.7% | -4.1% | +10.8% | +7.3% |
| YTD | +23.9% | -2.0% | +25.8% | +23.9% |
| 1Y | +18.6% | -9.0% | +27.6% | +20.6% |
| 3Y | +59.7% | +21.8% | +37.9% | +49.0% |
| 5Y | +42.1% | +20.6% | +21.5% | +26.3% |
| All | +42.1% | +19.6% | +22.4% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling