+0.1%
DOW vs UL
+34.9%
-34.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +13.2% | +4.5% | +8.7% | +11.1% |
| 3M | +10.1% | +6.5% | +3.6% | +7.1% |
| 6M | -13.1% | +18.2% | -31.2% | -19.4% |
| YTD | +46.1% | +4.7% | +41.4% | +41.5% |
| 1Y | +50.0% | +0.8% | +49.3% | +47.7% |
| 3Y | -20.2% | +35.9% | -56.1% | -34.1% |
| 5Y | -27.7% | +33.4% | -61.1% | -41.3% |
| All | +0.1% | +34.9% | -34.8% | -22.8% |
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