+1,429.3%
UL vs DRI
+8,100.2%
-6,671.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +0.3% | +3.1% | -2.9% | -0.3% |
| 30D | +7.0% | +16.2% | -9.3% | +4.1% |
| 3M | +5.8% | +8.4% | -2.6% | +4.2% |
| 6M | +16.1% | +19.0% | -2.9% | +12.3% |
| YTD | +4.5% | +28.8% | -24.3% | -0.5% |
| 1Y | -1.3% | +33.1% | -34.4% | -6.6% |
| 3Y | +35.0% | +70.8% | -35.8% | +20.7% |
| 5Y | +31.9% | +74.2% | -42.3% | +16.5% |
| 10Y | +99.3% | +345.5% | -246.3% | +36.9% |
| All | +1,429.3% | +8,100.2% | -6,671.0% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling