+17.2%
O vs UUUU
+111.0%
-93.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.7% |
| 7D | -3.5% | -5.0% | +1.5% | -3.4% |
| 30D | -3.3% | -7.8% | +4.5% | -3.2% |
| 3M | -2.8% | -0.4% | -2.4% | -3.0% |
| 6M | -5.8% | -32.9% | +27.1% | -5.0% |
| YTD | +9.4% | -6.3% | +15.7% | +8.4% |
| 1Y | +5.7% | +7.9% | -2.2% | +3.4% |
| 3Y | +27.2% | +85.2% | -58.0% | +18.9% |
| 5Y | +17.2% | +97.0% | -79.8% | +6.2% |
| All | +17.2% | +111.0% | -93.8% | +6.2% |
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