+3.5%
W vs UL
-2.4%
+5.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -7.4% | -1.7% | -5.7% | -6.9% |
| 30D | +7.8% | +4.5% | +3.3% | +6.2% |
| 3M | +10.9% | +5.5% | +5.4% | +8.9% |
| 6M | +86.4% | +17.0% | +69.4% | +80.7% |
| YTD | +14.0% | +3.2% | +10.8% | +6.3% |
| 1Y | +3.5% | -1.9% | +5.4% | -0.5% |
| All | +3.5% | -2.4% | +5.9% | -0.5% |
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