-10.4%
DOW vs UUUU
+348.5%
-358.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.9% | +2.8% | -5.7% | -3.2% |
| 30D | +2.0% | +3.4% | -1.4% | +1.3% |
| 3M | -12.5% | -3.9% | -8.7% | -12.9% |
| 6M | -9.2% | -23.2% | +14.0% | -8.2% |
| YTD | +30.8% | +0.6% | +30.2% | +25.4% |
| 1Y | +29.4% | +22.9% | +6.5% | +17.0% |
| 3Y | -34.6% | +98.6% | -133.2% | -48.6% |
| 5Y | -35.9% | +130.2% | -166.2% | -54.7% |
| All | -10.4% | +348.5% | -358.9% | -63.8% |
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