-36.6%
DT vs UUUU
-40.6%
+4.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +3.1% | -1.1% | +4.2% | +3.2% |
| 30D | -29.5% | -21.0% | -8.6% | -27.2% |
| 3M | -11.7% | -54.8% | +43.1% | -1.8% |
| 6M | +29.0% | -67.3% | +96.3% | +49.1% |
| YTD | +3.4% | -54.7% | +58.0% | +8.8% |
| 1Y | -4.2% | -57.4% | +53.2% | +1.3% |
| 3Y | -12.8% | -19.6% | +6.8% | -27.6% |
| All | -36.6% | -40.6% | +4.0% | -50.1% |
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 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