+20.0%
SLB vs UUUU
-96.4%
+116.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +3.5% | -1.1% | +4.6% | +3.5% |
| 30D | +6.5% | -21.0% | +27.5% | +9.0% |
| 3M | -0.2% | -54.8% | +54.6% | +7.9% |
| 6M | -5.7% | -67.3% | +61.6% | +4.7% |
| YTD | +36.8% | -54.7% | +91.5% | +44.4% |
| 1Y | +45.8% | -57.4% | +103.2% | +54.1% |
| 3Y | +3.4% | -19.6% | +23.0% | -3.2% |
| 5Y | +76.1% | -40.0% | +116.2% | +64.9% |
| 10Y | -13.0% | +364.1% | -377.1% | -38.0% |
| All | +20.0% | -96.4% | +116.4% | -4.2% |
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