+30.3%
O vs UL
+24.1%
+6.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | -0.6% | -1.3% | +0.8% | -0.1% |
| 30D | -2.0% | +0.9% | -2.9% | -2.3% |
| 3M | +3.0% | +14.2% | -11.2% | -2.1% |
| 6M | -3.6% | -3.2% | -0.5% | -2.8% |
| YTD | +12.1% | -0.3% | +12.4% | +11.7% |
| 1Y | +8.9% | -8.8% | +17.7% | +12.5% |
| 3Y | +30.3% | +23.9% | +6.5% | +20.7% |
| All | +30.3% | +24.1% | +6.3% | +20.7% |
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