+1,842.6%
UMC vs BP
+137.7%
+1,704.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.0% | +5.2% | +3.8% | +7.7% |
| 30D | +17.2% | +8.7% | +8.5% | +14.9% |
| 3M | +11.4% | +9.3% | +2.1% | +8.7% |
| 6M | +137.5% | +13.6% | +123.9% | +127.4% |
| YTD | +193.1% | +37.7% | +155.4% | +165.7% |
| 1Y | +240.3% | +40.6% | +199.7% | +205.9% |
| 3Y | +262.2% | +40.3% | +221.9% | +221.3% |
| 5Y | +143.1% | +141.4% | +1.7% | +84.5% |
| All | +1,842.6% | +137.7% | +1,704.9% | +1,360.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling