+26.3%
UL vs DECK
-3.0%
+29.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | +0.5% | -13.6% | +14.1% | +1.0% |
| 3M | +17.6% | -21.2% | +38.8% | +18.5% |
| 6M | -5.4% | -21.1% | +15.7% | -4.7% |
| YTD | +0.7% | -17.2% | +17.9% | +1.4% |
| 1Y | -9.3% | -30.7% | +21.5% | -8.9% |
| All | +26.3% | -3.0% | +29.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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