-22.2%
ON vs UUUU
+74.5%
-96.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.0% | +13.5% | +9.3% |
| 7D | +2.4% | -10.5% | +12.9% | +4.1% |
| 30D | -8.6% | -10.5% | +1.9% | -7.3% |
| 3M | -34.3% | -14.1% | -20.2% | -33.1% |
| 6M | +28.5% | -35.5% | +64.0% | +34.7% |
| YTD | +40.6% | -10.9% | +51.5% | +39.7% |
| 1Y | +55.3% | +3.4% | +52.0% | +46.1% |
| 3Y | -22.2% | +73.1% | -95.3% | -42.7% |
| All | -22.2% | +74.5% | -96.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling