+108.1%
UL vs DG
+105.2%
+2.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +3.7% | +3.2% | +0.4% | +3.1% |
| 3M | +5.6% | +10.4% | -4.8% | +3.8% |
| 6M | +17.2% | +33.2% | -15.9% | +11.7% |
| YTD | +3.9% | +3.0% | +0.9% | +2.8% |
| 1Y | 0.0% | +31.2% | -31.2% | -4.8% |
| 3Y | +34.8% | +21.8% | +13.0% | +25.5% |
| 5Y | +32.4% | -35.0% | +67.3% | +37.3% |
| All | +108.1% | +105.2% | +2.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling