-1.4%
LOW vs UMC
+112.5%
-113.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.6% | +7.4% |
| 7D | +15.6% | -14.7% | +30.3% | +15.1% |
| 30D | +28.6% | -32.9% | +61.5% | +27.6% |
| 3M | +5.8% | -22.2% | +28.0% | +5.3% |
| 6M | +3.8% | +25.9% | -22.1% | +0.5% |
| YTD | -2.8% | +107.9% | -110.7% | -5.5% |
| 1Y | -1.4% | +115.0% | -116.4% | -4.4% |
| All | -1.4% | +112.5% | -113.9% | -4.4% |
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