+3,716.0%
ALL vs UL
+1,753.2%
+1,962.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | -1.3% | +1.4% | +0.6% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +23.6% | +17.6% | +6.0% | +15.1% |
| 6M | +22.3% | -5.4% | +27.7% | +24.7% |
| YTD | +26.5% | +0.7% | +25.8% | +25.3% |
| 1Y | +27.0% | -9.3% | +36.3% | +31.2% |
| 3Y | +149.6% | +24.5% | +125.0% | +122.5% |
| 5Y | +118.1% | +23.2% | +94.9% | +91.1% |
| 10Y | +369.0% | +64.5% | +304.5% | +248.2% |
| All | +3,716.0% | +1,753.2% | +1,962.7% | +1,146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling