+20.7%
XYZ vs UL
+12.3%
+8.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.6% |
| 7D | +12.1% | +1.1% | +11.0% | +11.6% |
| 30D | +12.4% | +8.2% | +4.1% | +10.0% |
| 3M | +8.2% | +4.5% | +3.6% | +6.8% |
| 6M | +20.7% | +12.6% | +8.1% | +25.2% |
| All | +20.7% | +12.3% | +8.4% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling