+55.3%
O vs UL
+65.2%
-9.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -2.3% | -3.2% | +1.0% | -0.8% |
| 30D | -2.4% | -0.6% | -1.9% | -2.2% |
| 3M | -0.6% | +9.4% | -10.0% | -4.8% |
| 6M | -5.0% | -4.1% | -0.9% | -3.8% |
| YTD | +10.4% | -2.0% | +12.4% | +10.5% |
| 1Y | +6.6% | -9.0% | +15.5% | +10.0% |
| 3Y | +28.4% | +21.8% | +6.6% | +15.0% |
| 5Y | +15.3% | +20.6% | -5.3% | +1.7% |
| 10Y | +55.3% | +67.7% | -12.4% | +24.1% |
| All | +55.3% | +65.2% | -9.9% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling