+9.7%
BKR vs UMC
+112.5%
-102.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -5.4% |
| 7D | -8.8% | -14.7% | +5.9% | -7.9% |
| 30D | -13.1% | -32.9% | +19.8% | -11.3% |
| 3M | -18.9% | -22.2% | +3.2% | -18.0% |
| 6M | -27.2% | +25.9% | -53.1% | -27.8% |
| YTD | +10.7% | +107.9% | -97.2% | +9.0% |
| 1Y | +9.7% | +115.0% | -105.4% | +7.0% |
| All | +9.7% | +112.5% | -102.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling