+803.9%
LOW vs UUUU
-92.0%
+895.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | -9.3% | +1.8% | -11.1% | -9.4% |
| 3M | -8.1% | +1.3% | -9.3% | -8.4% |
| 6M | -19.8% | -26.8% | +7.0% | -19.1% |
| YTD | -16.4% | +0.1% | -16.4% | -17.4% |
| 1Y | -24.7% | +11.2% | -35.9% | -26.6% |
| 3Y | -8.8% | +97.7% | -106.5% | -15.4% |
| 5Y | +7.8% | +127.3% | -119.6% | -2.6% |
| 10Y | +233.8% | +532.6% | -298.8% | +174.1% |
| All | +803.9% | -92.0% | +895.8% | +634.3% |
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