+1,924.6%
NOW vs UMC
+1,227.0%
+697.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | -8.7% | -8.3% | -0.5% | -7.1% |
| 30D | -29.3% | -34.5% | +5.2% | -21.9% |
| 3M | -21.8% | -20.0% | -1.9% | -18.7% |
| 6M | +9.2% | -0.7% | +10.0% | +2.1% |
| YTD | -35.0% | +94.7% | -129.7% | -51.6% |
| 1Y | -42.5% | +106.0% | -148.5% | -57.9% |
| 3Y | -21.5% | +124.3% | -145.8% | -45.3% |
| 5Y | -25.8% | +78.0% | -103.7% | -45.9% |
| 10Y | +506.3% | +1,225.9% | -719.6% | +147.2% |
| All | +1,924.6% | +1,227.0% | +697.6% | +722.4% |
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 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