+4,382.6%
UDOW vs SPY
+846.1%
+3,536.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +0.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.8% |
| 30D | +2.5% | -3.3% | +5.8% | +13.0% |
| 3M | -11.6% | -2.4% | -9.2% | -4.8% |
| 6M | +11.2% | +2.6% | +8.6% | +5.1% |
| YTD | +16.9% | +11.2% | +5.6% | -10.0% |
| 1Y | +23.7% | +13.4% | +10.3% | -9.3% |
| 3Y | +154.3% | +79.9% | +74.4% | -44.1% |
| 5Y | +67.5% | +72.2% | -4.7% | -53.6% |
| 10Y | +640.6% | +307.3% | +333.3% | -68.0% |
| All | +4,382.6% | +846.1% | +3,536.5% | -69.8% |
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