+94.6%
UL vs P
+485.4%
-390.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -1.3% | +6.5% | -7.9% | -1.6% |
| 30D | +0.5% | +18.8% | -18.4% | -0.4% |
| 3M | +17.6% | +26.7% | -9.1% | +15.9% |
| 6M | -5.4% | +62.2% | -67.5% | -8.3% |
| YTD | +0.7% | +48.5% | -47.8% | -2.2% |
| 1Y | -9.3% | +26.4% | -35.6% | -11.5% |
| 3Y | +24.5% | +159.4% | -134.9% | +11.6% |
| 5Y | +23.2% | +275.8% | -252.6% | +4.8% |
| 10Y | +64.5% | +732.0% | -667.5% | +22.1% |
| All | +94.6% | +485.4% | -390.7% | +45.3% |
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