+44.5%
AUR vs UUUU
-35.8%
+80.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +4.1% |
| 7D | +1.4% | -10.5% | +11.9% | +7.1% |
| 30D | -6.4% | -10.5% | +4.1% | -1.7% |
| 3M | +7.7% | -14.1% | +21.8% | +14.6% |
| 6M | +44.5% | -35.5% | +80.0% | +73.4% |
| All | +44.5% | -35.8% | +80.3% | +73.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling