+88.9%
UL vs RACE
+658.1%
-569.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +2.6% | +0.2% | +2.3% | +2.5% |
| 30D | +6.8% | +6.6% | +0.1% | +5.2% |
| 3M | +5.7% | +2.2% | +3.5% | +5.1% |
| 6M | +15.9% | +22.4% | -6.5% | +10.3% |
| YTD | +4.3% | +13.8% | -9.5% | +0.5% |
| 1Y | -0.4% | +2.2% | -2.6% | -1.7% |
| 3Y | +35.0% | +25.6% | +9.3% | +23.1% |
| 5Y | +31.6% | +71.0% | -39.4% | +8.9% |
| 10Y | +104.6% | +739.1% | -634.5% | +13.7% |
| All | +88.9% | +658.1% | -569.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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