+1,360.9%
BP vs UL
+2,758.7%
-1,397.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -6.3% | +2.6% | -8.9% | -7.3% |
| 30D | -3.6% | +6.8% | -10.4% | -6.2% |
| 3M | +5.2% | +5.7% | -0.5% | +2.6% |
| 6M | +5.3% | +15.9% | -10.6% | -1.6% |
| YTD | +33.1% | +4.3% | +28.9% | +28.6% |
| 1Y | +26.3% | -0.4% | +26.7% | +23.9% |
| 3Y | +47.5% | +35.0% | +12.6% | +26.1% |
| 5Y | +106.2% | +31.6% | +74.6% | +74.0% |
| 10Y | +127.0% | +104.6% | +22.3% | +55.9% |
| All | +1,360.9% | +2,758.7% | -1,397.8% | +294.3% |
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