+1,561.6%
UL vs DAR
+1,373.4%
+188.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +2.7% |
| 30D | +6.8% | -14.4% | +21.2% | +7.4% |
| 3M | +5.7% | -17.9% | +23.7% | +6.5% |
| 6M | +15.9% | -18.3% | +34.2% | +16.6% |
| YTD | +4.3% | +43.2% | -39.0% | +2.5% |
| 1Y | -0.4% | +57.7% | -58.1% | -2.5% |
| 3Y | +35.0% | +22.7% | +12.2% | +32.6% |
| 5Y | +31.6% | -34.0% | +65.6% | +31.7% |
| 10Y | +104.6% | +279.5% | -174.8% | +90.0% |
| All | +1,561.6% | +1,373.4% | +188.2% | +1,459.9% |
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