+21.4%
UL vs ROP
-14.2%
+35.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.1% |
| 30D | +0.9% | -1.6% | +2.6% | +1.2% |
| 3M | +14.2% | +18.8% | -4.6% | +9.8% |
| 6M | -3.2% | +8.2% | -11.4% | -5.1% |
| YTD | -0.3% | -10.5% | +10.2% | +2.4% |
| 1Y | -8.8% | -23.7% | +15.0% | -2.2% |
| 3Y | +23.9% | -17.9% | +41.7% | +28.5% |
| 5Y | +21.4% | -15.3% | +36.7% | +21.4% |
| All | +21.4% | -14.2% | +35.5% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling