-21.1%
LOW vs UUUU
+27.9%
-49.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.3% |
| 7D | -1.7% | -1.4% | -0.4% | -1.7% |
| 30D | -7.0% | +16.3% | -23.4% | -7.2% |
| 3M | -0.9% | -16.7% | +15.8% | -0.6% |
| 6M | -20.1% | -33.7% | +13.6% | -20.0% |
| YTD | -13.9% | -0.5% | -13.4% | -13.4% |
| 1Y | -21.1% | +28.9% | -50.0% | -20.1% |
| All | -21.1% | +27.9% | -49.1% | -20.1% |
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 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