+1,410.2%
UL vs DRI
+8,070.6%
-6,660.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +4.5% | +14.7% | -10.2% | +2.0% |
| 3M | +5.5% | +5.4% | 0.0% | +4.4% |
| 6M | +17.0% | +18.8% | -1.8% | +13.2% |
| YTD | +3.2% | +28.4% | -25.2% | -1.7% |
| 1Y | -1.9% | +37.7% | -39.5% | -7.7% |
| 3Y | +33.6% | +68.0% | -34.4% | +19.8% |
| 5Y | +31.5% | +78.8% | -47.3% | +15.6% |
| 10Y | +103.9% | +334.2% | -230.2% | +40.8% |
| All | +1,410.2% | +8,070.6% | -6,660.4% | +456.5% |
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