+2,731.1%
UL vs D
+2,450.0%
+281.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +1.1% | +3.0% | -1.8% | +0.1% |
| 30D | +8.2% | +11.5% | -3.3% | +4.1% |
| 3M | +4.5% | +3.7% | +0.8% | +3.1% |
| 6M | +12.6% | +13.5% | -1.0% | +7.3% |
| YTD | +3.5% | +20.7% | -17.2% | -3.5% |
| 1Y | -0.4% | +18.2% | -18.7% | -6.6% |
| 3Y | +36.0% | +73.3% | -37.3% | +9.5% |
| 5Y | +30.9% | +12.3% | +18.7% | +21.5% |
| 10Y | +97.5% | +43.4% | +54.1% | +61.9% |
| All | +2,731.1% | +2,450.0% | +281.1% | +722.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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