+1,988.6%
NOW vs UMC
+1,213.7%
+774.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -1.0% |
| 7D | -3.1% | -9.2% | +6.1% | -1.1% |
| 30D | -27.0% | -35.1% | +8.1% | -19.3% |
| 3M | -17.7% | -20.5% | +2.7% | -14.2% |
| 6M | +12.7% | -1.7% | +14.4% | +5.6% |
| YTD | -32.9% | +92.8% | -125.7% | -49.9% |
| 1Y | -40.4% | +104.5% | -144.9% | -56.3% |
| 3Y | -17.1% | +129.8% | -146.9% | -42.7% |
| 5Y | -25.7% | +74.0% | -99.7% | -45.5% |
| 10Y | +504.6% | +1,198.4% | -693.8% | +147.8% |
| All | +1,988.6% | +1,213.7% | +774.9% | +750.5% |
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