+196.1%
ON vs UL
+957.4%
-761.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | -3.1% | +3.7% | -6.8% | -4.9% |
| 3M | -12.9% | +5.6% | -18.5% | -15.5% |
| 6M | -38.6% | +17.2% | -55.8% | -43.8% |
| YTD | +31.2% | +3.9% | +27.4% | +25.9% |
| 1Y | +47.6% | 0.0% | +47.7% | +43.4% |
| 3Y | +6.6% | +34.8% | -28.2% | -10.9% |
| 5Y | +21.3% | +32.4% | -11.1% | +0.4% |
| 10Y | +533.3% | +105.3% | +428.1% | +326.5% |
| All | +196.1% | +957.4% | -761.3% | +83.8% |
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