+284.9%
IR vs UUUU
+775.4%
-490.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.8% |
| 7D | +0.6% | +2.8% | -2.2% | +0.3% |
| 30D | -13.6% | +3.4% | -17.0% | -14.1% |
| 3M | +3.7% | -3.9% | +7.6% | +3.5% |
| 6M | -13.1% | -23.2% | +10.1% | -11.5% |
| YTD | -5.1% | +0.6% | -5.7% | -8.3% |
| 1Y | -6.5% | +22.9% | -29.3% | -14.2% |
| 3Y | +8.5% | +98.6% | -90.1% | -11.7% |
| 5Y | +43.3% | +130.2% | -86.9% | +8.8% |
| All | +284.9% | +775.4% | -490.6% | +114.3% |
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 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