+27.6%
O vs UMC
+252.9%
-225.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -3.5% | +11.4% | -14.9% | -3.6% |
| 30D | -3.3% | +16.8% | -20.1% | -3.5% |
| 3M | -2.8% | +19.1% | -21.9% | -4.0% |
| 6M | -5.8% | +137.4% | -143.2% | -10.9% |
| YTD | +9.4% | +186.4% | -177.0% | +1.9% |
| 1Y | +5.7% | +229.1% | -223.4% | -2.6% |
| All | +27.6% | +252.9% | -225.3% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling