+31.9%
UL vs DRI
+76.5%
-44.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +0.3% | +3.1% | -2.9% | -0.4% |
| 30D | +7.0% | +16.2% | -9.3% | +3.7% |
| 3M | +5.8% | +8.4% | -2.6% | +3.9% |
| 6M | +16.1% | +19.0% | -2.9% | +11.7% |
| YTD | +4.5% | +28.8% | -24.3% | -1.3% |
| 1Y | -1.3% | +33.1% | -34.4% | -7.4% |
| 3Y | +35.0% | +70.8% | -35.8% | +17.2% |
| 5Y | +31.9% | +74.2% | -42.3% | +12.9% |
| All | +31.9% | +76.5% | -44.6% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling