+533.2%
XYZ vs UUUU
+579.3%
-46.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | -1.7% | +16.3% | -18.0% | -5.3% |
| 3M | +16.7% | -16.7% | +33.4% | +20.2% |
| 6M | +26.9% | -33.7% | +60.5% | +34.7% |
| YTD | +27.1% | -0.5% | +27.6% | +19.3% |
| 1Y | +9.3% | +28.9% | -19.6% | -7.9% |
| 3Y | +42.3% | +99.9% | -57.6% | -1.5% |
| 5Y | -69.3% | +135.3% | -204.6% | -80.0% |
| 10Y | +586.8% | +518.4% | +68.4% | +229.0% |
| All | +533.2% | +579.3% | -46.1% | +200.7% |
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