+510.1%
O vs UUUU
-91.9%
+602.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -0.6% | +2.8% | -3.4% | -0.6% |
| 30D | -2.0% | +3.4% | -5.3% | -2.1% |
| 3M | +3.0% | -3.9% | +6.9% | +2.9% |
| 6M | -3.6% | -23.2% | +19.5% | -3.3% |
| YTD | +12.1% | +0.6% | +11.5% | +10.9% |
| 1Y | +8.9% | +22.9% | -14.0% | +6.3% |
| 3Y | +30.3% | +98.6% | -68.3% | +23.0% |
| 5Y | +13.7% | +130.2% | -116.5% | +4.9% |
| 10Y | +50.3% | +519.5% | -469.2% | +28.1% |
| All | +510.1% | -91.9% | +602.0% | +401.3% |
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