+177.9%
UPS vs UUUU
-92.0%
+269.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | -3.7% | +1.8% | -5.6% | -3.9% |
| 3M | -6.6% | +1.3% | -7.8% | -6.8% |
| 6M | +2.6% | -26.8% | +29.3% | +3.4% |
| YTD | +4.8% | +0.1% | +4.7% | +3.6% |
| 1Y | +25.3% | +11.2% | +14.0% | +22.4% |
| 3Y | -26.9% | +97.7% | -124.5% | -31.5% |
| 5Y | -33.5% | +127.3% | -160.8% | -39.1% |
| 10Y | +36.1% | +532.6% | -496.5% | +14.3% |
| All | +177.9% | -92.0% | +269.8% | +132.1% |
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