+1.1%
UL vs COMP
+23.8%
-22.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.5% | +2.8% |
| 7D | +4.7% | +9.5% | -4.8% | +4.1% |
| 30D | +11.6% | +8.1% | +3.5% | +11.0% |
| 3M | +5.3% | -16.3% | +21.6% | +6.0% |
| 6M | +16.0% | +42.2% | -26.2% | +14.2% |
| YTD | +5.0% | -5.0% | +10.0% | +0.8% |
| 1Y | +1.1% | +20.1% | -19.0% | -5.0% |
| All | +1.1% | +23.8% | -22.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling