+183.3%
DD vs UUUU
-91.9%
+275.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -0.6% | +2.8% | -3.4% | -0.8% |
| 30D | -7.4% | +3.4% | -10.8% | -7.8% |
| 3M | -6.4% | -3.9% | -2.6% | -6.5% |
| 6M | -2.5% | -23.2% | +20.7% | -1.3% |
| YTD | +10.2% | +0.6% | +9.7% | +8.1% |
| 1Y | +36.9% | +22.9% | +14.1% | +30.2% |
| 3Y | +47.0% | +98.6% | -51.6% | +30.1% |
| 5Y | +63.1% | +130.2% | -67.1% | +38.5% |
| 10Y | +68.2% | +519.5% | -451.3% | +21.2% |
| All | +183.3% | -91.9% | +275.2% | +113.8% |
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