+135.0%
GOOG vs UL
+18.7%
+116.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -2.5% | -4.1% | +1.6% | -1.7% |
| 30D | -3.6% | -1.2% | -2.4% | -3.4% |
| 3M | -6.4% | +6.0% | -12.4% | -7.7% |
| 6M | +7.8% | -5.5% | +13.3% | +8.5% |
| YTD | +5.5% | -3.3% | +8.8% | +5.6% |
| 1Y | +38.3% | -9.8% | +48.1% | +40.2% |
| 3Y | +143.1% | +20.1% | +123.0% | +123.4% |
| 5Y | +135.0% | +19.2% | +115.8% | +103.3% |
| All | +135.0% | +18.7% | +116.3% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling