-2.4%
U vs UMC
+227.6%
-230.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | 0.0% | +11.4% | -11.4% | -1.5% |
| 30D | -4.1% | +16.8% | -20.9% | -6.3% |
| 3M | +57.8% | +19.1% | +38.7% | +47.9% |
| 6M | +103.5% | +137.4% | -33.9% | +65.9% |
| YTD | -4.8% | +186.4% | -191.1% | -32.9% |
| 1Y | -2.4% | +229.1% | -231.5% | -38.8% |
| All | -2.4% | +227.6% | -230.0% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling