+277.3%
UL vs BR
+1,286.0%
-1,008.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.2% |
| 7D | -1.3% | -5.9% | +4.6% | +0.6% |
| 30D | +0.9% | +1.9% | -1.0% | +0.2% |
| 3M | +14.2% | +14.7% | -0.4% | +9.1% |
| 6M | -3.2% | -12.8% | +9.6% | +0.5% |
| YTD | -0.3% | -23.0% | +22.7% | +7.2% |
| 1Y | -8.8% | -31.7% | +22.9% | +2.0% |
| 3Y | +23.9% | -4.8% | +28.6% | +22.8% |
| 5Y | +21.4% | +7.8% | +13.5% | +13.4% |
| 10Y | +66.7% | +184.1% | -117.4% | +7.0% |
| All | +277.3% | +1,286.0% | -1,008.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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