+2,382.1%
COST vs UUUU
-92.8%
+2,475.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.4% |
| 7D | -1.2% | -10.5% | +9.3% | -0.8% |
| 30D | -4.7% | -10.5% | +5.8% | -4.4% |
| 3M | -7.1% | -14.1% | +7.0% | -6.8% |
| 6M | -8.5% | -35.5% | +26.9% | -7.7% |
| YTD | +5.4% | -10.9% | +16.3% | +4.7% |
| 1Y | -5.6% | +3.4% | -9.0% | -7.2% |
| 3Y | +68.5% | +73.1% | -4.6% | +60.1% |
| 5Y | +105.2% | +87.1% | +18.1% | +92.0% |
| 10Y | +610.7% | +463.0% | +147.7% | +520.6% |
| All | +2,382.1% | -92.8% | +2,475.0% | +2,021.3% |
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