+1,373.9%
UL vs DRI
+7,577.6%
-6,203.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +0.5% | +3.8% | -3.4% | -0.3% |
| 3M | +17.6% | +13.0% | +4.6% | +14.9% |
| 6M | -5.4% | +8.3% | -13.7% | -6.9% |
| YTD | +0.7% | +20.6% | -19.9% | -3.0% |
| 1Y | -9.3% | +6.5% | -15.7% | -10.8% |
| 3Y | +24.5% | +53.7% | -29.2% | +13.5% |
| 5Y | +23.2% | +72.7% | -49.5% | +8.9% |
| 10Y | +64.5% | +363.2% | -298.7% | +12.0% |
| All | +1,373.9% | +7,577.6% | -6,203.7% | +449.5% |
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