+210.3%
RSP vs UMC
+1,304.8%
-1,094.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +1.8% | +17.8% | -16.0% | -0.9% |
| 30D | +3.5% | -29.6% | +33.1% | +8.9% |
| 3M | +0.2% | -18.4% | +18.6% | +2.4% |
| 6M | +9.1% | -0.1% | +9.3% | +5.4% |
| YTD | +16.6% | +104.0% | -87.4% | -3.2% |
| 1Y | +17.9% | +121.5% | -103.6% | -3.8% |
| 3Y | +64.6% | +135.0% | -70.4% | +30.4% |
| 5Y | +48.4% | +83.0% | -34.6% | +19.9% |
| All | +210.3% | +1,304.8% | -1,094.5% | +63.0% |
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 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