-14.2%
UDN vs SPY
+674.3%
-688.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.6% | -3.3% | +3.9% | +0.9% |
| 3M | -1.8% | -2.4% | +0.7% | -1.6% |
| 6M | -2.9% | +2.6% | -5.4% | -3.1% |
| YTD | -2.0% | +11.2% | -13.2% | -3.0% |
| 1Y | -0.4% | +13.4% | -13.8% | -1.6% |
| 3Y | +10.4% | +79.9% | -69.5% | +4.2% |
| 5Y | -0.5% | +72.2% | -72.7% | -6.2% |
| 10Y | -0.9% | +307.3% | -308.2% | -14.4% |
| All | -14.2% | +674.3% | -688.5% | -35.8% |
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