+23.5%
UL vs D
+5.6%
+17.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | +0.5% | -2.6% | +3.1% | +1.1% |
| 3M | +17.6% | 0.0% | +17.6% | +17.6% |
| 6M | -5.4% | +7.4% | -12.7% | -7.1% |
| YTD | +0.7% | +15.9% | -15.2% | -3.0% |
| 1Y | -9.3% | +18.1% | -27.4% | -13.1% |
| 3Y | +24.5% | +58.4% | -33.8% | +12.0% |
| All | +23.5% | +5.6% | +17.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling