+7.4%
O vs UMC
+77.4%
-70.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | -0.4% | +11.2% | -11.6% | -0.8% |
| 30D | +7.1% | -28.0% | +35.2% | +8.5% |
| 3M | -5.2% | -20.5% | +15.3% | -4.6% |
| 6M | -1.8% | -1.6% | -0.2% | -4.2% |
| YTD | +9.1% | +99.4% | -90.3% | -1.1% |
| 1Y | +9.7% | +120.4% | -110.7% | -1.6% |
| 3Y | +39.1% | +134.2% | -95.1% | +21.8% |
| All | +7.4% | +77.4% | -70.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling