+115.0%
UMC vs BLK
+17.9%
+97.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -1.7% |
| 7D | -14.7% | +5.7% | -20.4% | -14.3% |
| 30D | -32.9% | +14.8% | -47.7% | -32.3% |
| 3M | -22.2% | +8.8% | -31.0% | -21.7% |
| 6M | +25.9% | +17.6% | +8.3% | +27.6% |
| YTD | +107.9% | +16.3% | +91.7% | +96.0% |
| 1Y | +115.0% | +18.0% | +97.0% | +101.1% |
| All | +115.0% | +17.9% | +97.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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