+100.1%
UL vs P
+469.1%
-369.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -2.7% |
| 7D | +1.1% | -23.8% | +24.9% | +2.0% |
| 30D | +8.2% | -36.6% | +44.9% | +9.9% |
| 3M | +4.5% | +10.9% | -6.3% | +3.4% |
| 6M | +12.6% | +30.0% | -17.4% | +9.9% |
| YTD | +3.5% | +44.4% | -40.9% | +0.2% |
| 1Y | -0.4% | +3.9% | -4.4% | -2.1% |
| 3Y | +36.0% | +176.6% | -140.6% | +20.4% |
| 5Y | +30.9% | +249.3% | -218.3% | +11.5% |
| 10Y | +97.5% | +726.9% | -629.4% | +45.8% |
| All | +100.1% | +469.1% | -369.0% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling