+16.0%
O vs UMC
+143.5%
-127.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -2.9% | +9.0% | -11.9% | -3.3% |
| 30D | -4.5% | +17.2% | -21.8% | -5.3% |
| 3M | -2.6% | +11.4% | -14.0% | -4.0% |
| 6M | -5.6% | +137.5% | -143.1% | -13.3% |
| YTD | +9.3% | +193.1% | -183.8% | -2.1% |
| 1Y | +4.3% | +240.3% | -236.0% | -8.0% |
| 3Y | +27.4% | +262.2% | -234.8% | +9.7% |
| All | +16.0% | +143.5% | -127.5% | -2.2% |
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