+2,653.9%
UL vs D
+2,347.4%
+306.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | -1.3% | +0.4% | -1.8% | -1.5% |
| 30D | +0.5% | -3.6% | +4.0% | +1.7% |
| 3M | +17.6% | -1.0% | +18.6% | +18.0% |
| 6M | -5.4% | +6.3% | -11.6% | -7.7% |
| YTD | +0.7% | +14.7% | -14.0% | -4.5% |
| 1Y | -9.3% | +16.9% | -26.2% | -14.6% |
| 3Y | +24.5% | +56.8% | -32.3% | +3.6% |
| 5Y | +23.2% | +5.2% | +18.0% | +16.9% |
| 10Y | +64.5% | +35.9% | +28.6% | +37.3% |
| All | +2,653.9% | +2,347.4% | +306.4% | +712.1% |
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