-50.2%
COMP vs UUUU
+11.3%
-61.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.2% |
| 7D | +8.9% | +1.4% | +7.5% | +8.6% |
| 30D | +14.0% | -27.9% | +41.9% | +23.5% |
| 3M | -21.1% | -53.8% | +32.7% | -4.8% |
| 6M | +20.1% | -68.1% | +88.2% | +57.1% |
| YTD | -5.0% | -54.1% | +49.0% | +9.8% |
| 1Y | +5.7% | -57.8% | +63.5% | +23.6% |
| 3Y | +412.2% | -15.4% | +427.7% | +312.2% |
| 5Y | -12.1% | -39.2% | +27.1% | -32.7% |
| All | -50.2% | +11.3% | -61.5% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling