+30.0%
IR vs UL
+34.1%
-4.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.5% |
| 7D | +5.0% | +0.3% | +4.8% | +4.9% |
| 30D | +10.3% | +7.0% | +3.3% | +8.8% |
| 3M | -0.1% | +5.8% | -5.9% | -1.3% |
| 6M | +14.8% | +16.1% | -1.4% | +11.3% |
| YTD | +9.7% | +4.5% | +5.3% | +8.3% |
| 1Y | +12.2% | -1.3% | +13.5% | +11.3% |
| 3Y | +30.0% | +35.0% | -5.0% | +23.9% |
| All | +30.0% | +34.1% | -4.1% | +23.9% |
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 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