+137.5%
UMC vs BP
+139.4%
-1.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +11.4% | +5.7% | +5.6% | +10.1% |
| 30D | +16.8% | +8.1% | +8.7% | +14.8% |
| 3M | +19.1% | +8.6% | +10.5% | +16.7% |
| 6M | +137.4% | +18.1% | +119.3% | +124.5% |
| YTD | +186.4% | +37.6% | +148.8% | +157.7% |
| 1Y | +229.1% | +39.4% | +189.7% | +193.9% |
| 3Y | +257.9% | +40.1% | +217.8% | +213.9% |
| 5Y | +137.5% | +141.3% | -3.8% | +71.7% |
| All | +137.5% | +139.4% | -1.8% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling