+799.7%
RY vs UUUU
-92.0%
+891.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | -0.3% | +16.3% | -16.6% | -1.4% |
| 3M | +8.7% | -16.7% | +25.4% | +9.4% |
| 6M | +28.5% | -33.7% | +62.2% | +30.7% |
| YTD | +25.1% | -0.5% | +25.6% | +23.3% |
| 1Y | +46.3% | +28.9% | +17.4% | +40.6% |
| 3Y | +154.9% | +99.9% | +55.1% | +132.7% |
| 5Y | +140.3% | +135.3% | +5.0% | +111.6% |
| 10Y | +377.0% | +518.4% | -141.3% | +270.4% |
| All | +799.7% | -92.0% | +891.7% | +601.2% |
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