+109.7%
UL vs ARWR
+1,024.2%
-914.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +1.1% | -17.8% | +19.0% | +1.8% |
| 30D | +4.5% | -18.1% | +22.6% | +5.2% |
| 3M | +6.5% | -44.2% | +50.6% | +8.7% |
| 6M | +18.2% | -38.6% | +56.8% | +20.0% |
| YTD | +4.7% | -28.0% | +32.7% | +5.5% |
| 1Y | +0.8% | +16.1% | -15.4% | -0.7% |
| 3Y | +35.9% | +84.0% | -48.1% | +28.9% |
| 5Y | +33.4% | -35.4% | +68.8% | +29.8% |
| All | +109.7% | +1,024.2% | -914.5% | +88.9% |
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