+115.0%
UMC vs BB
+88.0%
+27.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.0% | -9.0% | -4.1% |
| 7D | -14.7% | -6.8% | -7.9% | -12.9% |
| 30D | -32.9% | -3.5% | -29.3% | -32.4% |
| 3M | -22.2% | -1.2% | -20.9% | -22.6% |
| 6M | +25.9% | +57.0% | -31.1% | +8.5% |
| YTD | +107.9% | +131.1% | -23.2% | +62.1% |
| 1Y | +115.0% | +87.6% | +27.5% | +79.1% |
| All | +115.0% | +88.0% | +27.1% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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