+31.9%
UL vs ROP
-0.2%
+32.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +7.0% | +29.5% | -22.6% | +0.8% |
| 3M | +5.8% | +17.5% | -11.7% | +1.8% |
| 6M | +16.1% | +38.1% | -21.9% | +7.6% |
| YTD | +4.5% | +7.0% | -2.5% | +3.0% |
| 1Y | -1.3% | +6.5% | -7.8% | -2.6% |
| 3Y | +35.0% | -5.5% | +40.4% | +36.0% |
| 5Y | +31.9% | -0.4% | +32.3% | +29.5% |
| All | +31.9% | -0.2% | +32.1% | +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 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