+173.5%
RCL vs UMC
+262.0%
-88.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.6% |
| 7D | -2.2% | +13.6% | -15.8% | -4.8% |
| 30D | -15.7% | +20.8% | -36.4% | -19.1% |
| 3M | -8.0% | +16.1% | -24.1% | -12.9% |
| 6M | -10.1% | +137.3% | -147.4% | -28.9% |
| YTD | -5.9% | +193.8% | -199.6% | -32.9% |
| 1Y | -23.5% | +236.1% | -259.6% | -48.4% |
| All | +173.5% | +262.0% | -88.5% | +68.8% |
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 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