+18.3%
RSP vs UMC
+209.4%
-191.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | -0.8% | +5.0% | -5.7% | -0.9% |
| 30D | -0.3% | +7.7% | -8.0% | -0.6% |
| 3M | +4.3% | +1.7% | +2.6% | +3.6% |
| 6M | +8.8% | +113.9% | -105.1% | +4.2% |
| YTD | +15.3% | +168.9% | -153.6% | +9.1% |
| 1Y | +18.3% | +207.2% | -188.9% | +11.0% |
| All | +18.3% | +209.4% | -191.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling