+110.9%
DT vs UUUU
+707.7%
-596.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | -4.9% | +2.8% | -7.7% | -5.3% |
| 30D | +2.7% | +3.4% | -0.7% | +1.8% |
| 3M | +20.0% | -3.9% | +23.8% | +19.5% |
| 6M | +28.0% | -23.2% | +51.2% | +30.2% |
| YTD | +16.0% | +0.6% | +15.5% | +9.5% |
| 1Y | +0.7% | +22.9% | -22.1% | -11.7% |
| 3Y | +6.2% | +98.6% | -92.5% | -22.5% |
| 5Y | -28.1% | +130.2% | -158.4% | -52.2% |
| All | +110.9% | +707.7% | -596.9% | -16.9% |
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 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