-35.5%
DOW vs UL
+18.7%
-54.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.8% |
| 30D | -4.1% | -1.2% | -2.9% | -3.9% |
| 3M | -12.4% | +6.0% | -18.4% | -13.4% |
| 6M | -10.6% | -5.5% | -5.1% | -9.5% |
| YTD | +31.1% | -3.3% | +34.4% | +31.9% |
| 1Y | +30.5% | -9.8% | +40.3% | +33.4% |
| 3Y | -34.4% | +20.1% | -54.5% | -38.2% |
| 5Y | -35.5% | +19.2% | -54.7% | -39.8% |
| All | -35.5% | +18.7% | -54.2% | -39.8% |
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 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