-46.5%
COMP vs UUUU
+21.8%
-68.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.8% | -4.1% | +3.2% |
| 7D | +14.5% | -1.1% | +15.6% | +14.9% |
| 30D | +14.9% | -26.6% | +41.5% | +23.8% |
| 3M | -14.2% | -48.3% | +34.1% | +0.5% |
| 6M | +23.7% | -65.8% | +89.5% | +59.0% |
| YTD | +2.1% | -49.7% | +51.8% | +15.2% |
| 1Y | +26.2% | -53.3% | +79.5% | +43.5% |
| 3Y | +470.9% | -7.4% | +478.3% | +348.4% |
| 5Y | -14.0% | -33.4% | +19.3% | -35.8% |
| All | -46.5% | +21.8% | -68.3% | -62.2% |
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