-37.5%
U vs UUUU
+712.2%
-749.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +4.5% | +2.8% | +1.7% | +3.7% |
| 30D | -0.6% | +3.4% | -4.0% | -2.0% |
| 3M | +48.4% | -3.9% | +52.3% | +48.5% |
| 6M | +115.4% | -23.2% | +138.5% | +123.3% |
| YTD | -3.2% | +0.6% | -3.8% | -9.8% |
| 1Y | -6.0% | +22.9% | -28.9% | -21.6% |
| 3Y | +13.5% | +98.6% | -85.2% | -27.2% |
| 5Y | -68.0% | +130.2% | -198.2% | -80.5% |
| All | -37.5% | +712.2% | -749.7% | -70.4% |
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