+65.9%
CSCO vs UL
-8.6%
+74.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.1% |
| 7D | 0.0% | -3.2% | +3.2% | -0.6% |
| 30D | -10.7% | -0.6% | -10.1% | -10.7% |
| 3M | -8.7% | +9.4% | -18.2% | -7.2% |
| 6M | +44.9% | -4.1% | +49.0% | +46.1% |
| YTD | +44.1% | -2.0% | +46.1% | +46.4% |
| 1Y | +65.9% | -9.0% | +74.8% | +68.3% |
| All | +65.9% | -8.6% | +74.5% | +68.3% |
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 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