-44.8%
COMP vs UUUU
+141.2%
-186.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.4% | -1.4% | +2.7% | +1.7% |
| 30D | -13.3% | +16.3% | -29.6% | -16.9% |
| 3M | +41.1% | -16.7% | +57.8% | +45.8% |
| 6M | +17.2% | -33.7% | +50.8% | +27.5% |
| YTD | +5.2% | -0.5% | +5.7% | +0.6% |
| 1Y | +18.9% | +28.9% | -9.9% | -1.2% |
| 3Y | +215.9% | +99.9% | +116.0% | +100.7% |
| 5Y | -31.2% | +135.3% | -166.5% | -58.2% |
| All | -44.8% | +141.2% | -186.0% | -67.0% |
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