+67.7%
UL vs DRI
+348.4%
-280.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -3.2% | -4.8% | +1.6% | -2.5% |
| 30D | -0.6% | -3.9% | +3.3% | -0.1% |
| 3M | +9.4% | +5.1% | +4.4% | +8.5% |
| 6M | -4.1% | +5.5% | -9.6% | -5.0% |
| YTD | -2.0% | +16.5% | -18.4% | -4.3% |
| 1Y | -9.0% | +2.0% | -11.0% | -9.6% |
| 3Y | +21.8% | +54.5% | -32.7% | +13.2% |
| 5Y | +20.6% | +66.6% | -46.0% | +9.9% |
| 10Y | +67.7% | +353.6% | -285.9% | +37.1% |
| All | +67.7% | +348.4% | -280.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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