+45.8%
ON vs UL
-10.0%
+55.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.8% |
| 7D | -4.7% | -4.1% | -0.7% | -6.5% |
| 30D | -13.5% | -1.2% | -12.3% | -13.8% |
| 3M | -36.3% | +6.0% | -42.3% | -34.4% |
| 6M | +17.8% | -5.5% | +23.2% | +21.9% |
| YTD | +29.6% | -3.3% | +32.9% | +38.6% |
| 1Y | +45.8% | -9.8% | +55.6% | +62.7% |
| All | +45.8% | -10.0% | +55.7% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling