+150.6%
JPM vs UUUU
+88.5%
+62.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.2% |
| 7D | -2.3% | -5.0% | +2.7% | -2.0% |
| 30D | -2.3% | -7.8% | +5.4% | -1.9% |
| 3M | +14.9% | -0.4% | +15.3% | +14.3% |
| 6M | +23.6% | -32.9% | +56.5% | +26.3% |
| YTD | +11.3% | -6.3% | +17.5% | +9.1% |
| 1Y | +19.9% | +7.9% | +12.0% | +14.2% |
| 3Y | +162.6% | +85.2% | +77.4% | +127.4% |
| All | +150.6% | +88.5% | +62.1% | +109.9% |
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 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