+783.5%
UL vs A
+457.0%
+326.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +0.5% | +6.9% | -6.4% | -0.4% |
| 3M | +17.6% | +9.2% | +8.4% | +16.1% |
| 6M | -5.4% | +25.7% | -31.0% | -8.6% |
| YTD | +0.7% | +11.5% | -10.8% | -1.3% |
| 1Y | -9.3% | +18.4% | -27.6% | -11.9% |
| 3Y | +24.5% | +26.6% | -2.1% | +18.6% |
| 5Y | +23.2% | -12.8% | +36.0% | +22.2% |
| 10Y | +64.5% | +247.2% | -182.7% | +36.0% |
| All | +783.5% | +457.0% | +326.5% | +545.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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