+115.6%
DT vs UL
+16.8%
+98.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -2.5% | -4.1% | +1.5% | -1.1% |
| 30D | +3.5% | -1.2% | +4.7% | +3.9% |
| 3M | +26.7% | +6.0% | +20.7% | +23.8% |
| 6M | +36.1% | -5.5% | +41.6% | +38.2% |
| YTD | +18.6% | -3.3% | +22.0% | +18.6% |
| 1Y | +7.9% | -9.8% | +17.7% | +10.6% |
| 3Y | +8.6% | +20.1% | -11.6% | -4.7% |
| 5Y | -26.7% | +19.2% | -45.9% | -36.7% |
| All | +115.6% | +16.8% | +98.8% | +84.8% |
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