+8,438.8%
USB vs UL
+2,661.1%
+5,777.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -1.3% | +2.8% | +2.0% |
| 30D | -1.3% | +0.5% | -1.8% | -1.6% |
| 3M | +15.2% | +17.6% | -2.4% | +7.9% |
| 6M | +18.8% | -5.4% | +24.2% | +20.7% |
| YTD | +21.0% | +0.7% | +20.3% | +19.6% |
| 1Y | +34.0% | -9.3% | +43.3% | +37.5% |
| 3Y | +95.3% | +24.5% | +70.8% | +74.3% |
| 5Y | +40.4% | +23.2% | +17.2% | +23.7% |
| 10Y | +107.3% | +64.5% | +42.8% | +58.7% |
| All | +8,438.8% | +2,661.1% | +5,777.8% | +2,497.4% |
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