+109.7%
UL vs D
+48.0%
+61.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | +4.5% | +7.7% | -3.2% | +2.0% |
| 3M | +6.5% | -0.3% | +6.8% | +6.5% |
| 6M | +18.2% | +10.1% | +8.1% | +14.3% |
| YTD | +4.7% | +19.1% | -14.4% | -1.5% |
| 1Y | +0.8% | +15.9% | -15.1% | -4.4% |
| 3Y | +35.9% | +75.0% | -39.1% | +11.0% |
| 5Y | +33.4% | +13.4% | +20.0% | +25.3% |
| All | +109.7% | +48.0% | +61.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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