+252.4%
UL vs DG
+614.5%
-362.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +4.5% | +3.2% | +1.3% | +3.9% |
| 3M | +6.5% | +10.4% | -4.0% | +4.6% |
| 6M | +18.2% | +33.2% | -15.0% | +12.5% |
| YTD | +4.7% | +3.0% | +1.7% | +3.6% |
| 1Y | +0.8% | +31.2% | -30.4% | -4.2% |
| 3Y | +35.9% | +21.8% | +14.1% | +26.7% |
| 5Y | +33.4% | -35.0% | +68.4% | +37.2% |
| 10Y | +106.9% | +106.0% | +0.9% | +70.8% |
| All | +252.4% | +614.5% | -362.1% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling