+865.9%
UL vs RL
+1,476.5%
-610.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | +1.1% | -4.2% | +5.3% | +1.7% |
| 30D | +8.2% | +4.3% | +4.0% | +7.5% |
| 3M | +4.5% | -4.6% | +9.1% | +5.1% |
| 6M | +12.6% | +1.7% | +10.8% | +11.7% |
| YTD | +3.5% | +7.3% | -3.8% | +1.7% |
| 1Y | -0.4% | +20.8% | -21.2% | -3.9% |
| 3Y | +36.0% | +247.0% | -211.0% | +9.4% |
| 5Y | +30.9% | +225.5% | -194.5% | +4.6% |
| 10Y | +97.5% | +363.0% | -265.5% | +40.6% |
| All | +865.9% | +1,476.5% | -610.6% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling