+103.9%
UL vs ARWR
+1,021.8%
-917.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -1.7% | -19.9% | +18.2% | -1.0% |
| 30D | +4.5% | -18.7% | +23.2% | +5.2% |
| 3M | +5.5% | -44.7% | +50.2% | +7.7% |
| 6M | +17.0% | -36.5% | +53.5% | +18.6% |
| YTD | +3.2% | -25.7% | +28.8% | +3.8% |
| 1Y | -1.9% | +18.9% | -20.8% | -3.3% |
| 3Y | +33.6% | +83.1% | -49.5% | +26.7% |
| 5Y | +31.5% | -34.9% | +66.4% | +27.9% |
| 10Y | +103.9% | +1,080.9% | -976.9% | +83.6% |
| All | +103.9% | +1,021.8% | -917.9% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling