+662.1%
XLY vs UUUU
-92.8%
+755.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.2% |
| 7D | -1.7% | -10.5% | +8.8% | -1.0% |
| 30D | -4.2% | -10.5% | +6.3% | -3.6% |
| 3M | -2.7% | -14.1% | +11.4% | -2.0% |
| 6M | -0.6% | -35.5% | +34.8% | +1.4% |
| YTD | -5.0% | -10.9% | +5.9% | -5.8% |
| 1Y | -4.1% | +3.4% | -7.4% | -6.8% |
| 3Y | +33.6% | +73.1% | -39.5% | +22.3% |
| 5Y | +28.7% | +87.1% | -58.4% | +14.9% |
| 10Y | +219.6% | +463.0% | -243.4% | +153.0% |
| All | +662.1% | -92.8% | +755.0% | +496.1% |
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