+163.6%
W vs UL
+107.5%
+56.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | -1.3% | -2.8% | -3.5% |
| 30D | -7.6% | +0.5% | -8.0% | -7.8% |
| 3M | +37.2% | +17.6% | +19.6% | +26.6% |
| 6M | +26.3% | -5.4% | +31.7% | +29.2% |
| YTD | -1.0% | +0.7% | -1.7% | -2.6% |
| 1Y | +20.1% | -9.3% | +29.3% | +24.2% |
| 3Y | +37.8% | +24.5% | +13.3% | +17.1% |
| 5Y | -63.7% | +23.2% | -86.9% | -69.2% |
| 10Y | +156.3% | +64.5% | +91.8% | +89.9% |
| All | +163.6% | +107.5% | +56.1% | +54.9% |
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