-8.8%
UL vs P
+26.4%
-35.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.9% |
| 7D | -1.3% | +7.8% | -9.2% | -0.6% |
| 30D | +0.9% | +12.3% | -11.4% | +2.2% |
| 3M | +14.2% | +37.1% | -22.9% | +18.1% |
| 6M | -3.2% | +66.1% | -69.3% | +1.6% |
| YTD | -0.3% | +50.9% | -51.3% | +4.2% |
| 1Y | -8.8% | +27.2% | -36.0% | -5.2% |
| All | -8.8% | +26.4% | -35.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling