+49.6%
ON vs UUUU
+111.0%
-61.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.3% |
| 7D | -4.7% | -5.0% | +0.3% | -3.6% |
| 30D | -13.5% | -7.8% | -5.7% | -12.2% |
| 3M | -36.3% | -0.4% | -35.9% | -36.5% |
| 6M | +17.8% | -32.9% | +50.6% | +26.4% |
| YTD | +29.6% | -6.3% | +35.8% | +25.2% |
| 1Y | +45.8% | +7.9% | +37.9% | +29.1% |
| 3Y | -28.3% | +85.2% | -113.5% | -51.9% |
| 5Y | +49.6% | +97.0% | -47.3% | -8.7% |
| All | +49.6% | +111.0% | -61.3% | -8.7% |
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 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