+1,402.2%
RF vs UL
+2,738.5%
-1,336.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | +6.0% | +8.2% | -2.2% | +2.2% |
| 3M | -8.9% | +4.5% | -13.4% | -11.0% |
| 6M | +2.3% | +12.6% | -10.2% | -3.7% |
| YTD | +7.6% | +3.5% | +4.0% | +4.4% |
| 1Y | +21.2% | -0.4% | +21.6% | +19.5% |
| 3Y | +108.5% | +36.0% | +72.5% | +73.9% |
| 5Y | +43.2% | +30.9% | +12.3% | +19.3% |
| 10Y | +288.1% | +97.5% | +190.5% | +157.3% |
| All | +1,402.2% | +2,738.5% | -1,336.3% | +348.3% |
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