+1,066.0%
UL vs DGX
+8,794.8%
-7,728.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -3.2% | -2.2% | -1.0% | -2.8% |
| 30D | -0.6% | -0.9% | +0.3% | -0.4% |
| 3M | +9.4% | +15.6% | -6.2% | +6.5% |
| 6M | -4.1% | +17.8% | -21.9% | -7.1% |
| YTD | -2.0% | +37.5% | -39.4% | -7.6% |
| 1Y | -9.0% | +31.2% | -40.1% | -13.6% |
| 3Y | +21.8% | +96.6% | -74.8% | +7.1% |
| 5Y | +20.6% | +64.9% | -44.3% | +8.6% |
| 10Y | +67.7% | +254.6% | -186.9% | +29.9% |
| All | +1,066.0% | +8,794.8% | -7,728.8% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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