+120.4%
UMC vs BP
+31.6%
+88.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.1% |
| 7D | +11.2% | +3.8% | +7.4% | +12.2% |
| 30D | -28.0% | -5.3% | -22.7% | -29.2% |
| 3M | -20.5% | +9.3% | -29.8% | -18.1% |
| 6M | -1.6% | +7.2% | -8.8% | +1.5% |
| YTD | +99.4% | +38.0% | +61.3% | +114.2% |
| 1Y | +120.4% | +33.2% | +87.2% | +136.0% |
| All | +120.4% | +31.6% | +88.8% | +136.0% |
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