+1,641.4%
DE vs UUUU
-92.5%
+1,733.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.6% |
| 7D | -2.4% | -5.0% | +2.6% | -2.0% |
| 30D | +9.7% | -7.8% | +17.5% | +10.2% |
| 3M | +21.4% | -0.4% | +21.8% | +20.8% |
| 6M | +15.0% | -32.9% | +47.9% | +17.3% |
| YTD | +46.4% | -6.3% | +52.7% | +44.4% |
| 1Y | +45.6% | +7.9% | +37.7% | +40.2% |
| 3Y | +76.8% | +85.2% | -8.4% | +58.3% |
| 5Y | +99.4% | +97.0% | +2.4% | +72.6% |
| 10Y | +864.6% | +492.6% | +371.9% | +613.4% |
| All | +1,641.4% | -92.5% | +1,733.8% | +1,196.7% |
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