+1,912.1%
RCL vs UMC
+166.6%
+1,745.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | -1.2% | +11.2% | -12.4% | -4.8% |
| 30D | +17.8% | -28.0% | +45.9% | +30.1% |
| 3M | +4.9% | -20.5% | +25.5% | +10.9% |
| 6M | +23.7% | -1.6% | +25.3% | +17.4% |
| YTD | +17.8% | +99.4% | -81.6% | -15.3% |
| 1Y | +28.9% | +120.4% | -91.5% | -10.7% |
| 3Y | +241.9% | +134.2% | +107.6% | +126.6% |
| 5Y | +295.4% | +78.8% | +216.6% | +185.2% |
| 10Y | +344.1% | +1,280.4% | -936.3% | +42.5% |
| All | +1,912.1% | +166.6% | +1,745.5% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling