-27.4%
ON vs UL
+24.1%
-51.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.6% |
| 7D | -2.2% | -1.3% | -0.9% | -2.4% |
| 30D | -12.4% | +0.9% | -13.4% | -12.2% |
| 3M | -41.2% | +14.2% | -55.4% | -40.3% |
| 6M | +25.0% | -3.2% | +28.2% | +28.0% |
| YTD | +31.3% | -0.3% | +31.6% | +35.0% |
| 1Y | +45.4% | -8.8% | +54.2% | +50.7% |
| 3Y | -27.4% | +23.9% | -51.3% | -24.2% |
| All | -27.4% | +24.1% | -51.5% | -24.2% |
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