-22.3%
RMD vs UUUU
+111.0%
-133.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | +0.2% |
| 7D | -4.2% | -5.0% | +0.8% | -3.9% |
| 30D | -2.1% | -7.8% | +5.7% | -1.6% |
| 3M | +13.8% | -0.4% | +14.2% | +13.3% |
| 6M | -10.6% | -32.9% | +22.3% | -9.0% |
| YTD | -8.1% | -6.3% | -1.8% | -10.1% |
| 1Y | -18.0% | +7.9% | -25.9% | -22.2% |
| 3Y | +52.9% | +85.2% | -32.3% | +31.5% |
| 5Y | -22.3% | +97.0% | -119.2% | -36.6% |
| All | -22.3% | +111.0% | -133.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling