+39.5%
UL vs COMP
+309.8%
-270.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +1.5% |
| 7D | +5.5% | -1.8% | +7.3% | +5.5% |
| 30D | +11.4% | -0.8% | +12.1% | +11.3% |
| 3M | +6.0% | -28.1% | +34.1% | +7.0% |
| 6M | +18.0% | +27.0% | -9.0% | +17.0% |
| YTD | +6.2% | -12.8% | +19.0% | +5.7% |
| 1Y | +1.5% | +4.9% | -3.4% | +0.5% |
| All | +39.5% | +309.8% | -270.3% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling