-82.3%
BB vs UUUU
-91.9%
+9.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +0.5% | +2.8% | -2.3% | +0.2% |
| 30D | -12.4% | +3.4% | -15.8% | -12.8% |
| 3M | -15.3% | -3.9% | -11.4% | -15.1% |
| 6M | +128.8% | -23.2% | +152.0% | +133.9% |
| YTD | +107.7% | +0.6% | +107.1% | +102.6% |
| 1Y | +103.9% | +22.9% | +81.0% | +90.2% |
| 3Y | +72.6% | +98.6% | -26.1% | +45.5% |
| 5Y | -24.3% | +130.2% | -154.5% | -38.7% |
| 10Y | +3.1% | +519.5% | -516.3% | -30.3% |
| All | -82.3% | -91.9% | +9.6% | -87.7% |
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