-0.4%
UL vs COMP
+16.2%
-16.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.1% |
| 7D | +2.6% | +7.2% | -4.6% | +2.1% |
| 30D | +6.8% | +6.4% | +0.4% | +6.3% |
| 3M | +5.7% | -19.4% | +25.2% | +6.6% |
| 6M | +15.9% | +14.6% | +1.3% | +14.9% |
| YTD | +4.3% | -5.5% | +9.8% | 0.0% |
| 1Y | -0.4% | +13.7% | -14.1% | -6.9% |
| All | -0.4% | +16.2% | -16.6% | -6.9% |
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