+57.6%
RF vs UUUU
-92.0%
+149.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -3.6% | +16.3% | -19.9% | -5.2% |
| 3M | +8.1% | -16.7% | +24.8% | +9.1% |
| 6M | +11.5% | -33.7% | +45.1% | +14.3% |
| YTD | +15.6% | -0.5% | +16.1% | +12.7% |
| 1Y | +15.7% | +28.9% | -13.2% | +8.5% |
| 3Y | +86.9% | +99.9% | -13.0% | +61.9% |
| 5Y | +89.8% | +135.3% | -45.5% | +56.2% |
| 10Y | +344.7% | +518.4% | -173.7% | +205.1% |
| All | +57.6% | -92.0% | +149.6% | +6.9% |
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