+108.5%
RF vs UUUU
-18.4%
+126.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | -0.9% | -13.6% | +12.7% | -0.2% |
| 30D | +6.0% | -35.1% | +41.1% | +8.4% |
| 3M | -8.9% | -48.4% | +39.5% | -5.9% |
| 6M | +2.3% | -71.7% | +74.0% | +9.0% |
| YTD | +7.6% | -54.2% | +61.8% | +10.0% |
| 1Y | +21.2% | -56.0% | +77.1% | +24.0% |
| 3Y | +108.5% | -13.1% | +121.6% | +95.8% |
| All | +108.5% | -18.4% | +126.9% | +95.8% |
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