+9.1%
IR vs UUUU
-55.1%
+64.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +11.6% | -14.4% | +26.0% | +12.9% |
| 30D | +7.2% | -33.6% | +40.8% | +10.5% |
| 3M | -5.9% | -44.2% | +38.3% | -1.9% |
| 6M | +11.5% | -66.8% | +78.3% | +20.4% |
| YTD | +6.3% | -50.6% | +57.0% | +11.3% |
| 1Y | +9.1% | -57.8% | +66.9% | +13.9% |
| All | +9.1% | -55.1% | +64.2% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling