+333.1%
RCL vs UMC
+1,863.6%
-1,530.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.3% |
| 7D | -1.9% | +9.0% | -10.9% | -4.7% |
| 30D | -15.5% | +17.2% | -32.8% | -20.1% |
| 3M | -9.7% | +11.4% | -21.1% | -15.6% |
| 6M | -8.7% | +137.5% | -146.2% | -35.4% |
| YTD | -5.8% | +193.1% | -198.9% | -40.0% |
| 1Y | -24.5% | +240.3% | -264.8% | -54.8% |
| 3Y | +173.9% | +262.2% | -88.3% | +56.2% |
| 5Y | +228.0% | +143.1% | +84.9% | +106.3% |
| All | +333.1% | +1,863.6% | -1,530.5% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling