+66.7%
UL vs D
+35.9%
+30.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | +0.9% | -0.7% | +1.7% | +1.1% |
| 3M | +14.2% | +2.1% | +12.1% | +13.5% |
| 6M | -3.2% | +6.8% | -10.0% | -5.5% |
| YTD | -0.3% | +16.5% | -16.9% | -5.6% |
| 1Y | -8.8% | +19.2% | -27.9% | -14.3% |
| 3Y | +23.9% | +61.9% | -38.0% | +3.6% |
| 5Y | +21.4% | +6.5% | +14.8% | +16.5% |
| 10Y | +66.7% | +35.3% | +31.4% | +45.8% |
| All | +66.7% | +35.9% | +30.8% | +45.8% |
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