+1,142.9%
RSP vs UMC
+808.3%
+334.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +0.7% | -8.3% | +9.0% | +2.3% |
| 30D | +3.7% | -34.5% | +38.2% | +13.1% |
| 3M | +0.7% | -20.0% | +20.6% | +4.3% |
| 6M | +9.0% | -0.7% | +9.8% | +4.6% |
| YTD | +16.7% | +94.7% | -78.0% | -6.5% |
| 1Y | +19.0% | +106.0% | -87.0% | -6.0% |
| 3Y | +64.7% | +124.3% | -59.5% | +24.9% |
| 5Y | +49.6% | +78.0% | -28.4% | +17.0% |
| 10Y | +213.2% | +1,225.9% | -1,012.8% | +34.8% |
| All | +1,142.9% | +808.3% | +334.6% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling