+23.5%
UL vs COMP
-31.2%
+54.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | +0.5% | -13.3% | +13.8% | +1.0% |
| 3M | +17.6% | +41.1% | -23.5% | +16.0% |
| 6M | -5.4% | +17.2% | -22.5% | -6.3% |
| YTD | +0.7% | +5.2% | -4.5% | -0.2% |
| 1Y | -9.3% | +18.9% | -28.2% | -10.6% |
| 3Y | +24.5% | +215.9% | -191.4% | +16.5% |
| All | +23.5% | -31.2% | +54.6% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling