+104.6%
UL vs D
+44.7%
+59.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | +6.8% | +10.9% | -4.2% | +3.2% |
| 3M | +5.7% | +2.8% | +2.9% | +4.7% |
| 6M | +15.9% | +12.7% | +3.2% | +11.1% |
| YTD | +4.3% | +20.3% | -16.1% | -2.3% |
| 1Y | -0.4% | +17.1% | -17.5% | -5.9% |
| 3Y | +35.0% | +75.1% | -40.2% | +10.2% |
| 5Y | +31.6% | +13.1% | +18.5% | +23.8% |
| 10Y | +104.6% | +48.3% | +56.4% | +74.6% |
| All | +104.6% | +44.7% | +59.9% | +74.6% |
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