+104.6%
UL vs DAR
+269.9%
-165.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +2.9% |
| 30D | +6.8% | -14.4% | +21.2% | +8.1% |
| 3M | +5.7% | -17.9% | +23.7% | +7.3% |
| 6M | +15.9% | -18.3% | +34.2% | +17.4% |
| YTD | +4.3% | +43.2% | -39.0% | -0.2% |
| 1Y | -0.4% | +57.7% | -58.1% | -5.7% |
| 3Y | +35.0% | +22.7% | +12.2% | +28.8% |
| 5Y | +31.6% | -34.0% | +65.6% | +33.1% |
| 10Y | +104.6% | +279.5% | -174.8% | +52.8% |
| All | +104.6% | +269.9% | -165.3% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling