+1,549.8%
UL vs DAR
+1,334.0%
+215.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | +1.1% | -9.9% | +11.1% | +1.5% |
| 30D | +8.2% | -16.4% | +24.6% | +8.9% |
| 3M | +4.5% | -17.1% | +21.6% | +5.2% |
| 6M | +12.6% | -20.5% | +33.0% | +13.4% |
| YTD | +3.5% | +39.4% | -35.9% | +1.9% |
| 1Y | -0.4% | +57.2% | -57.7% | -2.5% |
| 3Y | +36.0% | +13.9% | +22.1% | +34.0% |
| 5Y | +30.9% | -40.8% | +71.8% | +31.6% |
| 10Y | +97.5% | +276.2% | -178.7% | +83.5% |
| All | +1,549.8% | +1,334.0% | +215.8% | +1,450.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling