+4,780.5%
UDOW vs SPY
+865.7%
+3,914.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | +8.1% | +2.0% | +6.1% | +2.8% |
| 6M | +24.3% | +13.0% | +11.3% | -9.5% |
| YTD | +27.2% | +13.5% | +13.7% | -8.0% |
| 1Y | +44.3% | +20.0% | +24.3% | -9.8% |
| 3Y | +148.4% | +77.2% | +71.2% | -43.2% |
| 5Y | +96.1% | +81.9% | +14.2% | -53.4% |
| 10Y | +717.8% | +314.1% | +403.7% | -66.3% |
| All | +4,780.5% | +865.7% | +3,914.9% | -69.1% |
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