+117.6%
DT vs UL
+21.7%
+96.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | +2.0% | +0.5% | +1.6% | +1.9% |
| 3M | +20.0% | +17.6% | +2.4% | +12.9% |
| 6M | +39.3% | -5.4% | +44.7% | +41.5% |
| YTD | +19.8% | +0.7% | +19.0% | +18.0% |
| 1Y | +4.3% | -9.3% | +13.5% | +7.0% |
| 3Y | +7.7% | +24.5% | -16.8% | -6.5% |
| 5Y | -26.8% | +23.2% | -50.0% | -37.5% |
| All | +117.6% | +21.7% | +96.0% | +84.0% |
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