-39.9%
DT vs UL
+31.7%
-71.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -7.5% | +2.6% | -10.1% | -7.9% |
| 30D | -31.5% | +6.8% | -38.3% | -32.3% |
| 3M | -14.0% | +5.7% | -19.7% | -14.9% |
| 6M | +6.9% | +15.9% | -9.0% | +4.0% |
| YTD | +0.3% | +4.3% | -3.9% | -0.9% |
| 1Y | -6.9% | -0.4% | -6.5% | -7.1% |
| 3Y | -13.9% | +35.0% | -48.8% | -23.3% |
| 5Y | -39.9% | +31.6% | -71.5% | -48.5% |
| All | -39.9% | +31.7% | -71.6% | -48.5% |
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