+227.5%
LOW vs UMC
+1,863.6%
-1,636.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.2% |
| 7D | -3.7% | +9.0% | -12.7% | -5.0% |
| 30D | -8.9% | +17.2% | -26.1% | -11.2% |
| 3M | -10.4% | +11.4% | -21.8% | -13.5% |
| 6M | -19.4% | +137.5% | -156.9% | -33.0% |
| YTD | -17.1% | +193.1% | -210.2% | -34.5% |
| 1Y | -26.3% | +240.3% | -266.6% | -43.7% |
| 3Y | -9.9% | +262.2% | -272.1% | -33.1% |
| 5Y | +6.1% | +143.1% | -137.0% | -17.4% |
| All | +227.5% | +1,863.6% | -1,636.1% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling