+33.8%
UL vs P
+279.3%
-245.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.0% |
| 7D | +1.1% | +11.6% | -10.5% | +1.4% |
| 30D | +4.5% | -23.7% | +28.2% | +4.0% |
| 3M | +6.5% | -8.0% | +14.4% | +6.4% |
| 6M | +18.2% | +27.9% | -9.7% | +18.9% |
| YTD | +4.7% | +61.2% | -56.5% | +5.3% |
| 1Y | +0.8% | +28.6% | -27.8% | +1.5% |
| 3Y | +35.9% | +200.5% | -164.6% | +30.2% |
| All | +33.8% | +279.3% | -245.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling