+49.6%
RSP vs UMC
+76.4%
-26.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +0.7% | -8.3% | +9.0% | +1.8% |
| 30D | +3.7% | -34.5% | +38.2% | +10.3% |
| 3M | +0.7% | -20.0% | +20.6% | +3.1% |
| 6M | +9.0% | -0.7% | +9.8% | +4.1% |
| YTD | +16.7% | +94.7% | -78.0% | -6.4% |
| 1Y | +19.0% | +106.0% | -87.0% | -6.0% |
| 3Y | +64.7% | +124.3% | -59.5% | +23.6% |
| 5Y | +49.6% | +78.0% | -28.4% | +12.8% |
| All | +49.6% | +76.4% | -26.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling