+163.6%
W vs UUUU
+116.6%
+47.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | -7.6% | +16.3% | -23.9% | -11.1% |
| 3M | +37.2% | -16.7% | +53.9% | +42.1% |
| 6M | +26.3% | -33.7% | +60.0% | +35.6% |
| YTD | -1.0% | -0.5% | -0.5% | -5.7% |
| 1Y | +20.1% | +28.9% | -8.8% | +2.9% |
| 3Y | +37.8% | +99.9% | -62.1% | -2.8% |
| 5Y | -63.7% | +135.3% | -198.9% | -75.6% |
| 10Y | +156.3% | +518.4% | -362.0% | +18.4% |
| All | +163.6% | +116.6% | +47.0% | +29.0% |
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