+100.3%
DE vs UUUU
+88.5%
+11.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.7% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | +9.7% | -7.8% | +17.5% | +10.3% |
| 3M | +21.4% | -0.4% | +21.8% | +20.6% |
| 6M | +15.0% | -32.9% | +47.9% | +17.9% |
| YTD | +46.4% | -6.3% | +52.7% | +43.5% |
| 1Y | +45.6% | +7.9% | +37.7% | +37.4% |
| 3Y | +76.8% | +85.2% | -8.4% | +48.0% |
| All | +100.3% | +88.5% | +11.7% | +59.9% |
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