+83.0%
PL vs UUUU
+156.6%
-73.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -9.3% | -1.4% | -7.9% | -8.9% |
| 30D | -18.9% | +16.3% | -35.2% | -23.0% |
| 3M | -58.4% | -16.7% | -41.7% | -55.8% |
| 6M | -30.3% | -33.7% | +3.3% | -22.2% |
| YTD | -8.1% | -0.5% | -7.6% | -8.9% |
| 1Y | +180.5% | +28.9% | +151.6% | +154.0% |
| 3Y | +444.1% | +99.9% | +344.3% | +299.7% |
| 5Y | +83.0% | +135.3% | -52.3% | +30.2% |
| All | +83.0% | +156.6% | -73.5% | +30.6% |
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