+1,163.5%
C vs UL
+2,661.1%
-1,497.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | -1.3% | +5.0% | +4.4% |
| 30D | +0.1% | +0.5% | -0.4% | -0.3% |
| 3M | +2.4% | +17.6% | -15.2% | -7.4% |
| 6M | +24.9% | -5.4% | +30.3% | +26.9% |
| YTD | +19.8% | +0.7% | +19.1% | +16.6% |
| 1Y | +44.9% | -9.3% | +54.1% | +48.9% |
| 3Y | +263.0% | +24.5% | +238.4% | +201.7% |
| 5Y | +129.5% | +23.2% | +106.3% | +85.9% |
| 10Y | +291.6% | +64.5% | +227.1% | +154.2% |
| All | +1,163.5% | +2,661.1% | -1,497.5% | +97.8% |
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