+5,261.3%
O vs UL
+1,497.7%
+3,763.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.4% | -2.5% | +2.1% | +0.5% |
| 30D | +8.3% | +5.7% | +2.6% | +6.2% |
| 3M | -4.0% | +7.0% | -11.0% | -6.3% |
| 6M | -2.6% | +16.1% | -18.7% | -7.9% |
| YTD | +9.9% | +3.6% | +6.3% | +7.8% |
| 1Y | +9.8% | -1.4% | +11.2% | +9.5% |
| 3Y | +39.7% | +34.1% | +5.7% | +24.4% |
| 5Y | +9.2% | +32.0% | -22.8% | -4.0% |
| 10Y | +81.5% | +104.7% | -23.2% | +37.5% |
| All | +5,261.3% | +1,497.7% | +3,763.6% | +2,662.7% |
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 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