+18.9%
UL vs DTE
+30.3%
-11.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.6% |
| 30D | +0.5% | -4.4% | +4.9% | +1.9% |
| 3M | +7.2% | -8.3% | +15.6% | +10.3% |
| 6M | -3.1% | -8.1% | +5.0% | -0.4% |
| YTD | -2.7% | +4.4% | -7.1% | -4.1% |
| 1Y | -10.2% | +0.2% | -10.4% | -10.4% |
| 3Y | +20.3% | +42.6% | -22.4% | +8.4% |
| All | +18.9% | +30.3% | -11.4% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling