+7.5%
IR vs UUUU
+96.1%
-88.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -1.9% | +1.8% | -3.7% | -2.1% |
| 30D | -15.0% | +1.8% | -16.9% | -15.3% |
| 3M | -0.4% | +1.3% | -1.7% | -1.0% |
| 6M | -15.0% | -26.8% | +11.7% | -13.5% |
| YTD | -7.1% | +0.1% | -7.1% | -9.4% |
| 1Y | -7.5% | +11.2% | -18.8% | -13.4% |
| All | +7.5% | +96.1% | -88.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling