-10.8%
DOW vs UL
+29.7%
-40.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +0.4% | +0.5% | -0.1% | +0.1% |
| 3M | -14.4% | +17.6% | -32.0% | -20.3% |
| 6M | -7.0% | -5.4% | -1.6% | -5.5% |
| YTD | +30.2% | +0.7% | +29.5% | +28.3% |
| 1Y | +29.2% | -9.3% | +38.5% | +33.4% |
| 3Y | -36.7% | +24.5% | -61.2% | -45.4% |
| 5Y | -37.7% | +23.2% | -60.9% | -47.0% |
| All | -10.8% | +29.7% | -40.6% | -30.0% |
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