+614.9%
UDOW vs SPY
+311.8%
+303.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | -2.1% |
| 7D | -5.5% | -0.9% | -4.6% | -2.7% |
| 30D | +1.9% | -2.4% | +4.3% | +9.3% |
| 3M | -9.9% | -1.2% | -8.8% | -6.3% |
| 6M | +11.1% | +3.3% | +7.8% | +3.0% |
| YTD | +17.5% | +12.3% | +5.2% | -11.9% |
| 1Y | +17.2% | +12.4% | +4.8% | -12.1% |
| 3Y | +147.2% | +78.8% | +68.4% | -45.4% |
| 5Y | +73.8% | +75.2% | -1.4% | -54.4% |
| 10Y | +614.9% | +311.1% | +303.8% | -71.3% |
| All | +614.9% | +311.8% | +303.2% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling