+115.0%
UMC vs BP
+35.3%
+79.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -3.2% |
| 7D | -14.7% | -8.4% | -6.3% | -16.8% |
| 30D | -32.9% | +2.2% | -35.1% | -32.2% |
| 3M | -22.2% | +8.8% | -30.9% | -19.9% |
| 6M | +25.9% | -0.5% | +26.4% | +27.9% |
| YTD | +107.9% | +36.2% | +71.7% | +119.3% |
| 1Y | +115.0% | +36.6% | +78.5% | +121.6% |
| All | +115.0% | +35.3% | +79.8% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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