-5.4%
RKT vs UMC
+77.4%
-82.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -9.0% | +11.2% | -20.2% | -11.4% |
| 30D | +30.2% | -28.0% | +58.2% | +40.0% |
| 3M | -8.8% | -20.5% | +11.7% | -5.5% |
| 6M | -0.9% | -1.6% | +0.6% | -7.4% |
| YTD | -29.2% | +99.4% | -128.6% | -49.8% |
| 1Y | -20.1% | +120.4% | -140.5% | -45.6% |
| 3Y | +81.3% | +134.2% | -52.9% | +13.7% |
| All | -5.4% | +77.4% | -82.8% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling