+104.6%
UL vs RL
+369.1%
-264.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | +6.8% | +7.6% | -0.9% | +5.8% |
| 3M | +5.7% | -1.5% | +7.3% | +5.8% |
| 6M | +15.9% | +12.1% | +3.8% | +13.9% |
| YTD | +4.3% | +13.9% | -9.7% | +2.1% |
| 1Y | -0.4% | +20.7% | -21.1% | -3.1% |
| 3Y | +35.0% | +260.6% | -225.6% | +12.5% |
| 5Y | +31.6% | +248.9% | -217.3% | +8.3% |
| 10Y | +104.6% | +355.9% | -251.3% | +60.0% |
| All | +104.6% | +369.1% | -264.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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