+23.8%
UL vs COMP
-47.7%
+71.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | +17.6% | +41.1% | -23.5% | +16.1% |
| 6M | -5.4% | +17.2% | -22.5% | -6.3% |
| YTD | +0.7% | +5.2% | -4.5% | -0.1% |
| 1Y | -9.3% | +18.9% | -28.2% | -10.5% |
| 3Y | +24.5% | +215.9% | -191.4% | +17.0% |
| 5Y | +23.2% | -31.2% | +54.4% | +15.5% |
| All | +23.8% | -47.7% | +71.4% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling