+21.4%
UL vs DAR
-8.5%
+29.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +0.9% | +13.0% | -12.0% | +0.3% |
| 3M | +14.2% | +15.0% | -0.8% | +13.3% |
| 6M | -3.2% | +26.8% | -30.0% | -4.7% |
| YTD | -0.3% | +86.4% | -86.7% | -4.4% |
| 1Y | -8.8% | +115.1% | -123.9% | -13.4% |
| 3Y | +23.9% | +14.6% | +9.2% | +22.4% |
| 5Y | +21.4% | -8.8% | +30.1% | +21.6% |
| All | +21.4% | -8.5% | +29.9% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling