+3,617.4%
DLR vs UL
+546.6%
+3,070.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +3.4% | -1.3% | +4.7% | +4.0% |
| 30D | -2.2% | +0.9% | -3.1% | -2.8% |
| 3M | +4.7% | +14.2% | -9.5% | -2.3% |
| 6M | +9.0% | -3.2% | +12.2% | +9.5% |
| YTD | +24.1% | -0.3% | +24.5% | +22.8% |
| 1Y | +20.9% | -8.8% | +29.7% | +24.2% |
| 3Y | +60.0% | +23.9% | +36.2% | +39.0% |
| 5Y | +35.3% | +21.4% | +13.9% | +15.8% |
| 10Y | +165.8% | +66.7% | +99.1% | +83.9% |
| All | +3,617.4% | +546.6% | +3,070.9% | +1,270.4% |
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 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