-9.3%
UL vs DAR
+104.4%
-113.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +0.5% | +12.8% | -12.3% | +0.9% |
| 3M | +17.6% | +7.4% | +10.2% | +18.0% |
| 6M | -5.4% | +22.3% | -27.6% | -6.1% |
| YTD | +0.7% | +81.1% | -80.4% | -3.3% |
| 1Y | -9.3% | +106.5% | -115.7% | -13.7% |
| All | -9.3% | +104.4% | -113.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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