-13.9%
DT vs UL
+35.2%
-49.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -7.5% | +2.6% | -10.1% | -7.4% |
| 30D | -31.5% | +6.8% | -38.3% | -31.3% |
| 3M | -14.0% | +5.7% | -19.7% | -13.8% |
| 6M | +6.9% | +15.9% | -9.0% | +8.1% |
| YTD | +0.3% | +4.3% | -3.9% | +0.5% |
| 1Y | -6.9% | -0.4% | -6.5% | -6.7% |
| 3Y | -13.9% | +35.0% | -48.8% | -13.8% |
| All | -13.9% | +35.2% | -49.1% | -13.8% |
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