+2,188.7%
O vs UMC
+292.9%
+1,895.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -2.2% |
| 7D | -2.3% | +13.6% | -15.9% | -4.4% |
| 30D | -2.4% | +20.8% | -23.2% | -5.6% |
| 3M | -0.6% | +16.1% | -16.7% | -4.9% |
| 6M | -5.0% | +137.3% | -142.3% | -20.8% |
| YTD | +10.4% | +193.8% | -183.4% | -12.1% |
| 1Y | +6.6% | +236.1% | -229.5% | -17.4% |
| 3Y | +28.4% | +267.1% | -238.7% | -3.9% |
| 5Y | +15.3% | +145.3% | -130.0% | -9.5% |
| 10Y | +55.3% | +1,857.3% | -1,802.0% | -24.7% |
| All | +2,188.7% | +292.9% | +1,895.9% | +910.3% |
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