+46.7%
RF vs UUUU
-96.3%
+143.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -0.9% | -13.6% | +12.7% | +0.4% |
| 30D | +6.0% | -35.1% | +41.1% | +10.2% |
| 3M | -8.9% | -48.4% | +39.5% | -3.6% |
| 6M | +2.3% | -71.7% | +74.0% | +13.7% |
| YTD | +7.6% | -54.2% | +61.8% | +12.4% |
| 1Y | +21.2% | -56.0% | +77.1% | +26.6% |
| 3Y | +108.5% | -13.1% | +121.6% | +95.0% |
| 5Y | +43.2% | -35.2% | +78.4% | +33.2% |
| 10Y | +288.1% | +404.5% | -116.5% | +174.3% |
| All | +46.7% | -96.3% | +143.0% | +6.6% |
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