+23.0%
C vs UL
-0.7%
+23.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -0.4% | +2.6% | -2.9% | -0.1% |
| 30D | -5.2% | +6.8% | -11.9% | -4.5% |
| 3M | -9.1% | +5.7% | -14.8% | -8.5% |
| 6M | -1.6% | +15.9% | -17.5% | +0.5% |
| YTD | +6.9% | +4.3% | +2.7% | +4.7% |
| 1Y | +23.0% | -0.4% | +23.4% | +20.8% |
| All | +23.0% | -0.7% | +23.7% | +20.8% |
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 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