-34.9%
DOW vs UL
+21.6%
-56.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -6.0% | -3.2% | -2.8% | -6.0% |
| 30D | -2.7% | -0.6% | -2.2% | -2.7% |
| 3M | -10.5% | +9.4% | -19.9% | -10.7% |
| 6M | -12.4% | -4.1% | -8.3% | -11.0% |
| YTD | +30.0% | -2.0% | +32.0% | +31.6% |
| 1Y | +27.8% | -9.0% | +36.8% | +30.9% |
| All | -34.9% | +21.6% | -56.5% | -37.8% |
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 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