+243.3%
D vs UUUU
-92.0%
+335.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | +1.5% | -1.4% | +2.8% | +1.5% |
| 30D | -2.6% | +16.3% | -18.9% | -3.0% |
| 3M | 0.0% | -16.7% | +16.7% | +0.3% |
| 6M | +7.4% | -33.7% | +41.0% | +8.0% |
| YTD | +15.9% | -0.5% | +16.3% | +15.1% |
| 1Y | +18.1% | +28.9% | -10.7% | +16.0% |
| 3Y | +58.4% | +99.9% | -41.5% | +52.1% |
| 5Y | +5.2% | +135.3% | -130.1% | -0.6% |
| 10Y | +35.9% | +518.4% | -482.5% | +20.6% |
| All | +243.3% | -92.0% | +335.3% | +204.6% |
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