+11,791.0%
GOOGL vs UL
+571.0%
+11,220.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.9% | +1.1% | +2.7% | +3.4% |
| 30D | -14.9% | +4.5% | -19.4% | -16.7% |
| 3M | -14.6% | +6.5% | -21.0% | -17.0% |
| 6M | -26.4% | +18.2% | -44.6% | -31.9% |
| YTD | -5.3% | +4.7% | -10.0% | -8.2% |
| 1Y | +6.5% | +0.8% | +5.7% | +4.6% |
| 3Y | +126.0% | +35.9% | +90.2% | +90.1% |
| 5Y | +100.8% | +33.4% | +67.4% | +67.0% |
| 10Y | +673.8% | +106.9% | +566.9% | +405.6% |
| All | +11,791.0% | +571.0% | +11,220.0% | +5,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling