+16.1%
UL vs P
+27.4%
-11.4%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.8% |
| 7D | -2.5% | +17.8% | -20.3% | -0.4% |
| 30D | +5.7% | -29.9% | +35.5% | +2.1% |
| 3M | +7.0% | -1.2% | +8.2% | +7.3% |
| 6M | +16.1% | +32.1% | -16.1% | +22.7% |
| All | +16.1% | +27.4% | -11.4% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling