+2,321.3%
LOW vs UMC
+292.9%
+2,028.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.9% |
| 7D | -0.6% | +13.6% | -14.2% | -3.3% |
| 30D | -9.3% | +20.8% | -30.0% | -13.0% |
| 3M | -8.1% | +16.1% | -24.2% | -13.0% |
| 6M | -19.8% | +137.3% | -157.1% | -35.8% |
| YTD | -16.4% | +193.8% | -210.1% | -36.9% |
| 1Y | -24.7% | +236.1% | -260.7% | -45.0% |
| 3Y | -8.8% | +267.1% | -275.9% | -35.9% |
| 5Y | +7.8% | +145.3% | -137.5% | -19.1% |
| 10Y | +233.8% | +1,857.3% | -1,623.5% | +44.8% |
| All | +2,321.3% | +292.9% | +2,028.4% | +845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling