+54.2%
RSP vs UMC
+252.5%
-198.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.5% |
| 7D | -0.4% | +6.6% | -7.0% | -1.0% |
| 30D | -1.5% | +16.6% | -18.1% | -3.0% |
| 3M | +4.8% | +11.0% | -6.2% | +2.4% |
| 6M | +10.3% | +131.3% | -121.0% | -3.3% |
| YTD | +14.1% | +182.5% | -168.4% | -4.7% |
| 1Y | +17.0% | +222.3% | -205.2% | -5.1% |
| 3Y | +54.2% | +253.0% | -198.9% | +16.5% |
| All | +54.2% | +252.5% | -198.4% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling