+10.1%
IR vs UL
+26.1%
-16.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | +6.1% | +17.6% | -11.5% | +2.7% |
| 6M | -16.8% | -5.4% | -11.4% | -16.7% |
| YTD | -3.5% | +0.7% | -4.2% | -4.0% |
| 1Y | -3.5% | -9.3% | +5.8% | -3.0% |
| All | +10.1% | +26.1% | -16.0% | +2.2% |
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