+8,026.5%
USB vs UL
+2,812.0%
+5,214.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.6% |
| 7D | -1.5% | +5.5% | -7.0% | -3.5% |
| 30D | +4.3% | +11.4% | -7.1% | 0.0% |
| 3M | -6.1% | +6.0% | -12.0% | -8.3% |
| 6M | +9.4% | +18.0% | -8.6% | +2.1% |
| YTD | +15.2% | +6.2% | +9.0% | +11.3% |
| 1Y | +32.8% | +1.5% | +31.2% | +30.4% |
| 3Y | +91.3% | +39.8% | +51.5% | +62.8% |
| 5Y | +22.7% | +34.3% | -11.7% | +4.4% |
| 10Y | +97.0% | +102.6% | -5.6% | +38.7% |
| All | +8,026.5% | +2,812.0% | +5,214.5% | +2,318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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