+998.2%
C vs UL
+2,738.5%
-1,740.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.9% |
| 7D | -2.4% | +1.1% | -3.5% | -3.1% |
| 30D | -6.0% | +8.2% | -14.2% | -10.3% |
| 3M | -10.5% | +4.5% | -15.1% | -13.2% |
| 6M | -5.7% | +12.6% | -18.3% | -13.1% |
| YTD | +4.1% | +3.5% | +0.6% | -0.6% |
| 1Y | +20.5% | -0.4% | +20.9% | +17.2% |
| 3Y | +208.1% | +36.0% | +172.1% | +142.5% |
| 5Y | +110.4% | +30.9% | +79.5% | +63.9% |
| 10Y | +234.6% | +97.5% | +137.1% | +93.4% |
| All | +998.2% | +2,738.5% | -1,740.3% | +68.5% |
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