+36.0%
UL vs DAR
+11.9%
+24.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | +1.1% | -9.9% | +11.1% | +1.1% |
| 30D | +8.2% | -16.4% | +24.6% | +8.2% |
| 3M | +4.5% | -17.1% | +21.6% | +4.5% |
| 6M | +12.6% | -20.5% | +33.0% | +12.6% |
| YTD | +3.5% | +39.4% | -35.9% | +1.3% |
| 1Y | -0.4% | +57.2% | -57.7% | -3.0% |
| 3Y | +36.0% | +13.9% | +22.1% | +34.2% |
| All | +36.0% | +11.9% | +24.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling