+619.4%
ON vs UUUU
-91.9%
+711.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.6% |
| 7D | -2.2% | +2.8% | -5.0% | -2.5% |
| 30D | -12.4% | +3.4% | -15.8% | -12.9% |
| 3M | -41.2% | -3.9% | -37.3% | -41.0% |
| 6M | +25.0% | -23.2% | +48.2% | +28.0% |
| YTD | +31.3% | +0.6% | +30.7% | +28.9% |
| 1Y | +45.4% | +22.9% | +22.6% | +36.9% |
| 3Y | -27.4% | +98.6% | -126.1% | -37.9% |
| 5Y | +58.5% | +130.2% | -71.8% | +30.9% |
| 10Y | +561.8% | +519.5% | +42.3% | +360.3% |
| All | +619.4% | -91.9% | +711.4% | +412.6% |
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