+216.0%
USB vs UUUU
-96.4%
+312.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -1.6% |
| 7D | -1.5% | -19.9% | +18.5% | -0.2% |
| 30D | +4.3% | -41.5% | +45.8% | +7.4% |
| 3M | -6.1% | -47.0% | +41.0% | -2.9% |
| 6M | +9.4% | -68.7% | +78.1% | +16.0% |
| YTD | +15.2% | -54.7% | +69.8% | +18.5% |
| 1Y | +32.8% | -59.3% | +92.1% | +37.1% |
| 3Y | +91.3% | -17.0% | +108.3% | +84.5% |
| 5Y | +22.7% | -35.9% | +58.6% | +17.5% |
| 10Y | +97.0% | +399.2% | -302.2% | +61.3% |
| All | +216.0% | -96.4% | +312.4% | +162.2% |
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