+35.2%
IR vs UUUU
+125.2%
-90.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.4% |
| 3M | -0.4% | +1.3% | -1.7% | -1.3% |
| 6M | -15.0% | -26.8% | +11.7% | -12.9% |
| YTD | -7.1% | +0.1% | -7.1% | -10.4% |
| 1Y | -7.5% | +11.2% | -18.8% | -14.9% |
| 3Y | +6.3% | +97.7% | -91.4% | -16.7% |
| All | +35.2% | +125.2% | -90.0% | +0.1% |
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