+702.6%
UMAC vs UUUU
+117.2%
+585.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | +3.3% | +1.8% | +1.5% | +2.4% |
| 30D | -10.4% | +1.8% | -12.2% | -11.2% |
| 3M | +1.8% | +1.3% | +0.5% | +2.4% |
| 6M | +40.7% | -26.8% | +67.5% | +67.8% |
| YTD | +90.9% | +0.1% | +90.8% | +104.9% |
| 1Y | +151.8% | +11.2% | +140.5% | +153.5% |
| All | +702.6% | +117.2% | +585.5% | +443.6% |
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