+211.0%
RSP vs UMC
+1,272.7%
-1,061.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +2.4% | +11.2% | -8.8% | +0.6% |
| 30D | +4.3% | -28.0% | +32.3% | +9.3% |
| 3M | -0.3% | -20.5% | +20.2% | +2.3% |
| 6M | +9.8% | -1.6% | +11.4% | +6.3% |
| YTD | +16.8% | +99.4% | -82.5% | -2.7% |
| 1Y | +19.5% | +120.4% | -100.9% | -2.5% |
| 3Y | +65.1% | +134.2% | -69.1% | +30.8% |
| 5Y | +48.7% | +78.8% | -30.1% | +20.6% |
| All | +211.0% | +1,272.7% | -1,061.8% | +63.9% |
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