+88.3%
DT vs UL
+25.1%
+63.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.7% | -2.5% | +5.2% | +3.6% |
| 30D | -30.4% | +5.7% | -36.0% | -31.8% |
| 3M | -9.4% | +7.0% | -16.4% | -11.7% |
| 6M | +14.5% | +16.1% | -1.6% | +8.0% |
| YTD | +3.6% | +3.6% | 0.0% | +0.9% |
| 1Y | -3.4% | -1.4% | -2.1% | -4.2% |
| 3Y | -11.1% | +34.1% | -45.2% | -25.5% |
| 5Y | -39.5% | +32.0% | -71.5% | -50.1% |
| All | +88.3% | +25.1% | +63.1% | +57.3% |
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