+326.6%
UL vs CAPR
-98.9%
+425.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.5% | -27.5% | -1.2% |
| 7D | -1.7% | +25.8% | -27.5% | -1.8% |
| 30D | +4.5% | +50.2% | -45.7% | +4.2% |
| 3M | +5.5% | +185.5% | -180.0% | +4.7% |
| 6M | +17.0% | -64.8% | +81.8% | +17.1% |
| YTD | +3.2% | -61.1% | +64.3% | +3.2% |
| 1Y | -1.9% | +81.0% | -82.8% | -4.1% |
| 3Y | +33.6% | +300.7% | -267.2% | +28.4% |
| 5Y | +31.5% | +223.3% | -191.8% | +26.0% |
| 10Y | +103.9% | -58.8% | +162.7% | +90.7% |
| All | +326.6% | -98.9% | +425.5% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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