+241.9%
RCL vs UMC
+131.8%
+110.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.8% |
| 7D | -1.2% | +11.2% | -12.4% | -3.2% |
| 30D | +17.8% | -28.0% | +45.9% | +24.7% |
| 3M | +4.9% | -20.5% | +25.5% | +8.3% |
| 6M | +23.7% | -1.6% | +25.3% | +18.6% |
| YTD | +17.8% | +99.4% | -81.6% | -9.1% |
| 1Y | +28.9% | +120.4% | -91.5% | -4.3% |
| 3Y | +241.9% | +134.2% | +107.6% | +144.0% |
| All | +241.9% | +131.8% | +110.1% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling