+104.7%
CSCO vs UL
+34.1%
+70.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.2% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -16.7% | +7.0% | -23.7% | -16.3% |
| 3M | -18.4% | +5.8% | -24.2% | -18.1% |
| 6M | +2.9% | +16.1% | -13.2% | +3.7% |
| YTD | +30.4% | +4.5% | +26.0% | +31.9% |
| 1Y | +41.4% | -1.3% | +42.7% | +43.4% |
| 3Y | +104.7% | +35.0% | +69.7% | +96.1% |
| All | +104.7% | +34.1% | +70.5% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling