-12.3%
UDN vs SPY
+690.3%
-702.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +0.7% | +2.0% | -1.3% | +0.5% |
| 6M | +0.5% | +13.0% | -12.5% | -0.6% |
| YTD | +0.2% | +13.5% | -13.3% | -1.0% |
| 1Y | +0.7% | +20.0% | -19.3% | -1.0% |
| 3Y | +11.8% | +77.2% | -65.4% | +5.6% |
| 5Y | -0.6% | +81.9% | -82.5% | -6.7% |
| 10Y | -1.8% | +314.1% | -315.8% | -15.3% |
| All | -12.3% | +690.3% | -702.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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