+25.6%
QQQ vs UMC
+209.4%
-183.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.5% |
| 7D | +0.4% | +5.0% | -4.6% | -0.4% |
| 30D | +0.2% | +7.7% | -7.4% | -1.0% |
| 3M | -2.8% | +1.7% | -4.5% | -3.8% |
| 6M | +18.0% | +113.9% | -95.9% | +6.9% |
| YTD | +17.3% | +168.9% | -151.6% | +1.1% |
| 1Y | +25.6% | +207.2% | -181.6% | +5.8% |
| All | +25.6% | +209.4% | -183.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling