+24.9%
UL vs PL
+28.1%
-3.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.4% | -12.9% | -2.6% |
| 7D | +1.1% | -6.8% | +8.0% | +1.2% |
| 30D | +8.2% | -29.3% | +37.5% | +8.5% |
| 3M | +4.5% | -44.8% | +49.3% | +4.9% |
| 6M | +12.6% | -68.4% | +80.9% | +13.4% |
| YTD | +3.5% | -36.4% | +39.9% | +2.9% |
| 1Y | -0.4% | +0.7% | -1.2% | -2.1% |
| 3Y | +36.0% | +455.3% | -419.3% | +24.3% |
| 5Y | +30.9% | +22.7% | +8.3% | +19.8% |
| All | +24.9% | +28.1% | -3.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling