+2,625.5%
UL vs DTE
+3,521.9%
-896.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +0.9% | -1.9% | +2.8% | +1.6% |
| 3M | +14.2% | -3.3% | +17.6% | +15.6% |
| 6M | -3.2% | -7.1% | +3.9% | -0.7% |
| YTD | -0.3% | +8.1% | -8.4% | -3.4% |
| 1Y | -8.8% | +5.3% | -14.0% | -10.7% |
| 3Y | +23.9% | +48.2% | -24.3% | +5.8% |
| 5Y | +21.4% | +33.2% | -11.9% | +6.6% |
| 10Y | +66.7% | +137.5% | -70.8% | +13.0% |
| All | +2,625.5% | +3,521.9% | -896.4% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling