+16.0%
RF vs UUUU
+17.3%
-1.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.1% | +1.8% | -2.0% | -0.2% |
| 30D | -4.0% | +1.8% | -5.8% | -4.2% |
| 3M | +5.6% | +1.3% | +4.3% | +5.3% |
| 6M | +13.1% | -26.8% | +39.8% | +14.2% |
| YTD | +13.6% | +0.1% | +13.5% | +11.5% |
| 1Y | +16.0% | +11.2% | +4.7% | +19.4% |
| All | +16.0% | +17.3% | -1.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling