+20.1%
W vs UL
-8.6%
+28.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -4.2% | -1.3% | -2.8% | -3.9% |
| 30D | -7.6% | +0.5% | -8.0% | -7.7% |
| 3M | +37.2% | +17.6% | +19.6% | +34.9% |
| 6M | +26.3% | -5.4% | +31.7% | +23.8% |
| YTD | -1.0% | +0.7% | -1.7% | -5.2% |
| 1Y | +20.1% | -9.3% | +29.3% | +18.2% |
| All | +20.1% | -8.6% | +28.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling