+330.5%
CSCO vs UL
+104.4%
+226.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -2.8% | -1.7% | -1.0% | -2.3% |
| 30D | -12.6% | +4.5% | -17.1% | -14.0% |
| 3M | -16.0% | +5.5% | -21.5% | -17.7% |
| 6M | +2.8% | +17.0% | -14.2% | -3.0% |
| YTD | +33.2% | +3.2% | +30.0% | +30.4% |
| 1Y | +43.1% | -1.9% | +45.0% | +42.2% |
| 3Y | +106.7% | +33.6% | +73.1% | +79.6% |
| 5Y | +103.6% | +31.5% | +72.1% | +74.4% |
| 10Y | +330.5% | +103.9% | +226.6% | +233.0% |
| All | +330.5% | +104.4% | +226.0% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling