+814.8%
UL vs A
+557.8%
+257.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +6.8% | +4.3% | +2.5% | +6.1% |
| 3M | +5.7% | +19.8% | -14.0% | +3.1% |
| 6M | +15.9% | +54.4% | -38.5% | +8.9% |
| YTD | +4.3% | +31.7% | -27.4% | -0.1% |
| 1Y | -0.4% | +22.4% | -22.9% | -3.7% |
| 3Y | +35.0% | +67.7% | -32.7% | +23.8% |
| 5Y | +31.6% | +15.7% | +15.9% | +25.7% |
| 10Y | +104.6% | +308.7% | -204.1% | +65.4% |
| All | +814.8% | +557.8% | +257.0% | +553.4% |
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