-27.1%
RKT vs UMC
+584.0%
-611.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.5% |
| 7D | -6.3% | +9.0% | -15.3% | -7.7% |
| 30D | -6.2% | +17.2% | -23.4% | -8.9% |
| 3M | -1.9% | +11.4% | -13.3% | -5.2% |
| 6M | -13.0% | +137.5% | -150.5% | -27.0% |
| YTD | -31.9% | +193.1% | -225.0% | -45.7% |
| 1Y | -37.6% | +240.3% | -277.9% | -51.7% |
| 3Y | +36.8% | +262.2% | -225.4% | +3.2% |
| 5Y | -9.7% | +143.1% | -152.9% | -34.0% |
| All | -27.1% | +584.0% | -611.1% | -41.9% |
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