+63.3%
UL vs DAR
+375.1%
-311.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -4.1% | +0.9% | -5.0% | -4.1% |
| 30D | -1.2% | +6.4% | -7.6% | -1.8% |
| 3M | +6.0% | +13.2% | -7.3% | +4.6% |
| 6M | -5.5% | +26.2% | -31.7% | -7.9% |
| YTD | -3.3% | +84.4% | -87.7% | -9.4% |
| 1Y | -9.8% | +112.0% | -121.8% | -16.8% |
| 3Y | +20.1% | +13.4% | +6.8% | +16.8% |
| 5Y | +19.2% | -6.0% | +25.2% | +16.3% |
| All | +63.3% | +375.1% | -311.8% | +18.5% |
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