+16.8%
NYT vs UUUU
-57.6%
+74.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.9% | -14.4% | +10.5% | -4.0% |
| 30D | +4.3% | -33.6% | +37.9% | +4.0% |
| 3M | -11.7% | -44.2% | +32.4% | -12.0% |
| 6M | -14.4% | -66.8% | +52.4% | -14.5% |
| YTD | -3.0% | -50.6% | +47.6% | -1.0% |
| All | +16.8% | -57.6% | +74.4% | +19.0% |
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