+1,536.6%
RCL vs UMC
+277.8%
+1,258.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.3% | -2.0% |
| 7D | -0.5% | +6.6% | -7.0% | -2.7% |
| 30D | -17.3% | +16.6% | -33.9% | -21.8% |
| 3M | -2.8% | +11.0% | -13.8% | -9.1% |
| 6M | -4.4% | +131.3% | -135.7% | -31.6% |
| YTD | -4.2% | +182.5% | -186.7% | -37.6% |
| 1Y | -23.4% | +222.3% | -245.6% | -52.6% |
| 3Y | +179.4% | +253.0% | -73.6% | +64.0% |
| 5Y | +238.8% | +141.8% | +96.9% | +123.8% |
| 10Y | +350.2% | +1,772.2% | -1,422.0% | +32.6% |
| All | +1,536.6% | +277.8% | +1,258.8% | +417.5% |
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 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