+36.0%
UL vs P
+175.5%
-139.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -2.3% |
| 7D | +1.1% | -23.8% | +24.9% | -0.3% |
| 30D | +8.2% | -36.6% | +44.9% | +5.8% |
| 3M | +4.5% | +10.9% | -6.3% | +5.4% |
| 6M | +12.6% | +30.0% | -17.4% | +14.8% |
| YTD | +3.5% | +44.4% | -40.9% | +6.2% |
| 1Y | -0.4% | +3.9% | -4.4% | +1.4% |
| 3Y | +36.0% | +176.6% | -140.6% | +41.7% |
| All | +36.0% | +175.5% | -139.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling