+196.1%
ON vs UL
+965.8%
-769.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +12.2% | +1.1% | +11.1% | +11.7% |
| 30D | -3.1% | +4.5% | -7.6% | -5.3% |
| 3M | -12.9% | +6.5% | -19.3% | -15.7% |
| 6M | -38.6% | +18.2% | -56.8% | -43.9% |
| YTD | +31.2% | +4.7% | +26.5% | +25.4% |
| 1Y | +47.6% | +0.8% | +46.9% | +43.0% |
| 3Y | +6.6% | +35.9% | -29.3% | -11.2% |
| 5Y | +21.3% | +33.4% | -12.1% | 0.0% |
| 10Y | +533.3% | +106.9% | +426.4% | +325.1% |
| All | +196.1% | +965.8% | -769.7% | +83.2% |
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 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