+1.5%
UL vs DTE
+4.1%
-2.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | +11.4% | +5.2% | +6.2% | +9.1% |
| 3M | +6.0% | -2.5% | +8.5% | +7.2% |
| 6M | +18.0% | -4.4% | +22.4% | +20.6% |
| YTD | +6.2% | +7.2% | -1.0% | +2.5% |
| 1Y | +1.5% | +4.1% | -2.6% | -0.9% |
| All | +1.5% | +4.1% | -2.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling