-25.1%
RCL vs UMC
+209.4%
-234.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.7% |
| 7D | -5.1% | +5.0% | -10.0% | -5.7% |
| 30D | -19.0% | +7.7% | -26.7% | -19.8% |
| 3M | -9.6% | +1.7% | -11.2% | -10.9% |
| 6M | -6.7% | +113.9% | -120.6% | -14.0% |
| YTD | -3.9% | +168.9% | -172.8% | -16.9% |
| 1Y | -25.1% | +207.2% | -232.3% | -37.5% |
| All | -25.1% | +209.4% | -234.5% | -37.5% |
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