+23.0%
QQQ vs UL
-9.2%
+32.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +1.0% |
| 7D | -0.6% | -3.4% | +2.8% | -1.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.1% |
| 3M | -0.2% | +7.2% | -7.4% | +0.7% |
| 6M | +17.9% | -3.1% | +21.0% | +18.0% |
| YTD | +16.6% | -2.7% | +19.4% | +17.1% |
| 1Y | +23.0% | -10.2% | +33.2% | +23.5% |
| All | +23.0% | -9.2% | +32.1% | +23.5% |
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