+265.9%
UMC vs BLK
+4,648.5%
-4,382.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +11.4% | -5.2% | +16.6% | +14.3% |
| 30D | +16.8% | -7.0% | +23.8% | +21.0% |
| 3M | +19.1% | +5.7% | +13.4% | +14.8% |
| 6M | +137.4% | +11.0% | +126.4% | +122.3% |
| YTD | +186.4% | +0.9% | +185.5% | +177.9% |
| 1Y | +229.1% | -1.6% | +230.7% | +222.4% |
| 3Y | +257.9% | +64.5% | +193.4% | +162.4% |
| 5Y | +137.5% | +30.9% | +106.7% | +95.0% |
| 10Y | +1,808.2% | +275.1% | +1,533.0% | +739.3% |
| All | +265.9% | +4,648.5% | -4,382.6% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling