-25.5%
AR vs UUUU
-5.9%
-19.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +7.4% | -1.1% | +8.4% | +7.3% |
| 30D | +5.8% | -21.0% | +26.7% | +9.8% |
| 3M | +5.2% | -54.8% | +60.0% | +19.8% |
| 6M | +5.4% | -67.3% | +72.8% | +25.2% |
| YTD | +12.4% | -54.7% | +67.1% | +19.6% |
| 1Y | +12.8% | -57.4% | +70.2% | +20.6% |
| 3Y | +47.2% | -19.6% | +66.8% | +22.9% |
| 5Y | +101.1% | -40.0% | +141.2% | +67.6% |
| 10Y | +57.6% | +364.1% | -306.5% | -26.2% |
| All | -25.5% | -5.9% | -19.7% | -57.9% |
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