+50.0%
DOW vs UL
-0.1%
+50.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +5.2% | +0.3% | +4.9% | +5.3% |
| 30D | +13.2% | +3.7% | +9.5% | +13.6% |
| 3M | +10.1% | +5.6% | +4.5% | +10.7% |
| 6M | -13.1% | +17.2% | -30.3% | -11.0% |
| YTD | +46.1% | +3.9% | +42.3% | +52.3% |
| 1Y | +50.0% | 0.0% | +50.0% | +58.2% |
| All | +50.0% | -0.1% | +50.2% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling