+23.9%
UL vs DG
+10.3%
+13.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | +0.9% | +1.0% | -0.1% | +0.8% |
| 3M | +14.2% | +20.3% | -6.1% | +11.9% |
| 6M | -3.2% | -11.7% | +8.6% | -2.4% |
| YTD | -0.3% | -2.3% | +2.0% | -0.4% |
| 1Y | -8.8% | +20.0% | -28.8% | -10.4% |
| 3Y | +23.9% | +7.2% | +16.6% | +19.1% |
| All | +23.9% | +10.3% | +13.5% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling