+21.5%
UL vs PL
+84.9%
-63.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -1.3% | -9.3% | +8.0% | -1.3% |
| 30D | +0.5% | -18.9% | +19.4% | +0.6% |
| 3M | +17.6% | -58.4% | +76.0% | +18.4% |
| 6M | -5.4% | -30.3% | +24.9% | -5.6% |
| YTD | +0.7% | -8.1% | +8.8% | -0.1% |
| 1Y | -9.3% | +180.5% | -189.8% | -12.5% |
| 3Y | +24.5% | +444.1% | -419.6% | +15.1% |
| 5Y | +23.2% | +83.0% | -59.8% | +11.9% |
| All | +21.5% | +84.9% | -63.4% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling