+115.6%
DT vs UUUU
+653.0%
-537.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.6% |
| 7D | -2.5% | -5.0% | +2.5% | -1.8% |
| 30D | +3.5% | -7.8% | +11.3% | +4.5% |
| 3M | +26.7% | -0.4% | +27.2% | +25.4% |
| 6M | +36.1% | -32.9% | +69.0% | +41.5% |
| YTD | +18.6% | -6.3% | +24.9% | +13.2% |
| 1Y | +7.9% | +7.9% | 0.0% | -3.2% |
| 3Y | +8.6% | +85.2% | -76.6% | -19.9% |
| 5Y | -26.7% | +97.0% | -123.6% | -49.8% |
| All | +115.6% | +653.0% | -537.4% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling