+489.9%
BHP vs UUUU
-92.0%
+581.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +4.0% | +1.8% | +2.2% | +3.6% |
| 3M | +11.3% | +1.3% | +10.0% | +10.6% |
| 6M | +29.3% | -26.8% | +56.1% | +33.1% |
| YTD | +59.2% | +0.1% | +59.1% | +56.1% |
| 1Y | +80.8% | +11.2% | +69.6% | +72.0% |
| 3Y | +88.0% | +97.7% | -9.7% | +59.0% |
| 5Y | +126.6% | +127.3% | -0.7% | +80.7% |
| 10Y | +515.7% | +532.6% | -16.9% | +285.6% |
| All | +489.9% | -92.0% | +581.8% | +328.7% |
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