+57.7%
DD vs UUUU
+79.1%
-21.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.3% |
| 7D | -3.5% | -10.5% | +7.0% | -2.2% |
| 30D | -11.7% | -10.5% | -1.1% | -10.6% |
| 3M | -9.2% | -14.1% | +4.9% | -8.1% |
| 6M | -7.2% | -35.5% | +28.3% | -3.7% |
| YTD | +6.6% | -10.9% | +17.5% | +4.7% |
| 1Y | +32.0% | +3.4% | +28.7% | +23.7% |
| 3Y | +42.1% | +73.1% | -31.0% | +15.6% |
| All | +57.7% | +79.1% | -21.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling