+629.9%
A vs UUUU
-91.9%
+721.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | -2.1% | +2.8% | -4.9% | -2.3% |
| 30D | +0.6% | +3.4% | -2.8% | +0.3% |
| 3M | +10.9% | -3.9% | +14.8% | +10.8% |
| 6M | +28.2% | -23.2% | +51.3% | +29.4% |
| YTD | +8.6% | +0.6% | +8.0% | +6.4% |
| 1Y | +15.5% | +22.9% | -7.3% | +10.1% |
| 3Y | +31.8% | +98.6% | -66.8% | +17.4% |
| 5Y | -14.9% | +130.2% | -145.1% | -27.2% |
| 10Y | +237.8% | +519.5% | -281.7% | +146.9% |
| All | +629.9% | -91.9% | +721.8% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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