-92.5%
UUUU vs DTE
+613.0%
-705.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -5.7% |
| 7D | -5.0% | -2.0% | -3.0% | -4.1% |
| 30D | -7.8% | -2.4% | -5.4% | -6.8% |
| 3M | -0.4% | -7.3% | +6.9% | +2.5% |
| 6M | -32.9% | -7.6% | -25.3% | -30.9% |
| YTD | -6.3% | +5.8% | -12.1% | -9.6% |
| 1Y | +7.9% | +2.3% | +5.6% | +5.7% |
| 3Y | +85.2% | +45.0% | +40.2% | +50.7% |
| 5Y | +97.0% | +33.2% | +63.8% | +67.0% |
| 10Y | +492.6% | +141.4% | +351.2% | +273.1% |
| All | -92.5% | +613.0% | -705.4% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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