+104.6%
UL vs DRI
+343.2%
-238.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.6% | +4.2% | -1.7% | +1.9% |
| 30D | +6.8% | +15.7% | -8.9% | +4.5% |
| 3M | +5.7% | +5.8% | 0.0% | +4.8% |
| 6M | +15.9% | +18.4% | -2.5% | +12.9% |
| YTD | +4.3% | +28.2% | -23.9% | +0.3% |
| 1Y | -0.4% | +35.9% | -36.3% | -5.1% |
| 3Y | +35.0% | +67.7% | -32.8% | +23.8% |
| 5Y | +31.6% | +77.9% | -46.3% | +18.7% |
| 10Y | +104.6% | +338.7% | -234.1% | +66.7% |
| All | +104.6% | +343.2% | -238.6% | +66.7% |
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