+240.3%
UMC vs BP
+40.7%
+199.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +9.0% | +5.2% | +3.8% | +10.2% |
| 30D | +17.2% | +8.7% | +8.5% | +19.5% |
| 3M | +11.4% | +9.3% | +2.1% | +14.3% |
| 6M | +137.5% | +13.6% | +123.9% | +139.5% |
| YTD | +193.1% | +37.7% | +155.4% | +200.1% |
| 1Y | +240.3% | +40.6% | +199.7% | +245.1% |
| All | +240.3% | +40.7% | +199.6% | +245.1% |
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