+1,127.7%
RSP vs UMC
+1,154.3%
-26.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.5% |
| 7D | -0.8% | +5.0% | -5.7% | -1.9% |
| 30D | -0.3% | +7.7% | -8.0% | -2.2% |
| 3M | +4.3% | +1.7% | +2.6% | +1.6% |
| 6M | +8.8% | +113.9% | -105.1% | -12.1% |
| YTD | +15.3% | +168.9% | -153.6% | -13.0% |
| 1Y | +18.3% | +207.2% | -188.9% | -13.8% |
| 3Y | +52.8% | +227.7% | -174.9% | +7.5% |
| 5Y | +51.7% | +118.0% | -66.3% | +14.7% |
| 10Y | +208.5% | +1,682.1% | -1,473.7% | +25.9% |
| All | +1,127.7% | +1,154.3% | -26.6% | +320.1% |
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