+274.2%
UL vs UUUU
-92.0%
+366.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | -0.6% | +1.8% | -2.4% | -0.7% |
| 3M | +9.4% | +1.3% | +8.2% | +9.1% |
| 6M | -4.1% | -26.8% | +22.6% | -3.6% |
| YTD | -2.0% | +0.1% | -2.0% | -3.1% |
| 1Y | -9.0% | +11.2% | -20.2% | -11.0% |
| 3Y | +21.8% | +97.7% | -75.9% | +14.4% |
| 5Y | +20.6% | +127.3% | -106.8% | +10.4% |
| 10Y | +67.7% | +532.6% | -464.9% | +39.4% |
| All | +274.2% | -92.0% | +366.2% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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