+22.6%
UL vs DRI
+73.5%
-50.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +0.5% | +3.8% | -3.4% | -0.4% |
| 3M | +17.6% | +13.0% | +4.6% | +14.6% |
| 6M | -5.4% | +8.3% | -13.7% | -7.1% |
| YTD | +0.7% | +20.6% | -19.9% | -3.3% |
| 1Y | -9.3% | +6.5% | -15.7% | -10.9% |
| 3Y | +24.5% | +53.7% | -29.2% | +11.4% |
| All | +22.6% | +73.5% | -50.9% | +4.2% |
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