+358.3%
DELL vs UL
-9.2%
+367.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.3% | +12.2% |
| 7D | +8.2% | -3.4% | +11.6% | +6.6% |
| 30D | +17.1% | +0.5% | +16.6% | +17.4% |
| 3M | +45.2% | +7.2% | +37.9% | +49.1% |
| 6M | +286.8% | -3.1% | +289.8% | +301.1% |
| YTD | +354.8% | -2.7% | +357.5% | +383.4% |
| 1Y | +358.3% | -10.2% | +368.5% | +385.9% |
| All | +358.3% | -9.2% | +367.4% | +385.9% |
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