+198.3%
W vs UL
+114.8%
+83.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +1.1% | +2.6% | -1.5% | -0.1% |
| 30D | +6.4% | +6.8% | -0.4% | +2.9% |
| 3M | +9.0% | +5.7% | +3.2% | +5.9% |
| 6M | +69.8% | +15.9% | +53.9% | +57.8% |
| YTD | +12.1% | +4.3% | +7.8% | +8.2% |
| 1Y | 0.0% | -0.4% | +0.4% | -1.1% |
| 3Y | +160.3% | +35.0% | +125.4% | +111.8% |
| 5Y | -53.3% | +31.6% | -84.9% | -61.7% |
| 10Y | +217.0% | +104.6% | +112.3% | +108.7% |
| All | +198.3% | +114.8% | +83.5% | +72.0% |
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