+263.0%
UMC vs BP
+37.6%
+225.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.8% |
| 7D | +13.6% | +4.0% | +9.6% | +13.2% |
| 30D | +20.8% | +7.8% | +12.9% | +19.9% |
| 3M | +16.1% | +8.4% | +7.8% | +15.4% |
| 6M | +137.3% | +15.1% | +122.2% | +130.0% |
| YTD | +193.8% | +36.4% | +157.3% | +173.4% |
| 1Y | +236.1% | +40.9% | +195.2% | +208.9% |
| All | +263.0% | +37.6% | +225.4% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling