+25.8%
UL vs ROP
-15.8%
+41.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +0.5% | +3.2% | -2.8% | -0.1% |
| 3M | +17.6% | +23.1% | -5.5% | +13.8% |
| 6M | -5.4% | +13.3% | -18.7% | -7.4% |
| YTD | +0.7% | -7.9% | +8.6% | +3.0% |
| 1Y | -9.3% | -22.1% | +12.8% | -3.6% |
| All | +25.8% | -15.8% | +41.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling