+40.5%
ALL vs UL
+1.7%
+38.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.7% |
| 7D | +7.5% | +4.7% | +2.9% | +5.7% |
| 30D | +19.7% | +11.6% | +8.2% | +15.3% |
| 3M | +2.9% | +5.3% | -2.4% | +1.0% |
| 6M | +23.5% | +16.0% | +7.5% | +17.1% |
| YTD | +31.1% | +5.0% | +26.2% | +28.3% |
| 1Y | +40.5% | +1.1% | +39.3% | +38.2% |
| All | +40.5% | +1.7% | +38.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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