+71.2%
BKR vs UMC
+261.2%
-190.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.9% |
| 7D | -7.0% | +9.0% | -16.0% | -8.0% |
| 30D | -8.1% | +17.2% | -25.4% | -10.0% |
| 3M | -6.6% | +11.4% | -18.0% | -9.1% |
| 6M | +0.9% | +137.5% | -136.7% | -15.0% |
| YTD | +31.1% | +193.1% | -162.0% | +3.9% |
| 1Y | +27.7% | +240.3% | -212.6% | -2.8% |
| 3Y | +71.2% | +262.2% | -191.0% | +22.7% |
| All | +71.2% | +261.2% | -190.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling