-22.2%
RKT vs UMC
+527.5%
-549.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.9% |
| 7D | +2.1% | +5.0% | -2.8% | +1.2% |
| 30D | +1.4% | +7.7% | -6.2% | 0.0% |
| 3M | +6.3% | +1.7% | +4.6% | +4.4% |
| 6M | -15.5% | +113.9% | -129.4% | -27.8% |
| YTD | -27.4% | +168.9% | -196.3% | -41.2% |
| 1Y | -26.6% | +207.2% | -233.8% | -42.1% |
| 3Y | +41.2% | +227.7% | -186.5% | +8.4% |
| 5Y | -6.4% | +118.0% | -124.5% | -30.7% |
| All | -22.2% | +527.5% | -549.7% | -37.1% |
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 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