-0.4%
UL vs D
+16.4%
-16.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.6% | +2.4% | +0.2% | +1.6% |
| 30D | +6.8% | +10.9% | -4.2% | +2.6% |
| 3M | +5.7% | +2.8% | +2.9% | +4.3% |
| 6M | +15.9% | +12.7% | +3.2% | +11.0% |
| YTD | +4.3% | +20.3% | -16.1% | -2.9% |
| 1Y | -0.4% | +17.1% | -17.5% | -6.6% |
| All | -0.4% | +16.4% | -16.9% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling