+243.6%
UMC vs BP
+176.9%
+66.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | +5.0% | +3.9% | +1.0% | +3.1% |
| 30D | +7.7% | +7.6% | +0.1% | +3.9% |
| 3M | +1.7% | +0.7% | +1.0% | +0.4% |
| 6M | +113.9% | +15.5% | +98.4% | +95.0% |
| YTD | +168.9% | +30.8% | +138.1% | +129.5% |
| 1Y | +207.2% | +34.3% | +172.9% | +157.6% |
| 3Y | +227.7% | +35.1% | +192.6% | +166.5% |
| 5Y | +118.0% | +126.8% | -8.8% | +31.4% |
| 10Y | +1,682.1% | +123.4% | +1,558.8% | +817.5% |
| All | +243.6% | +176.9% | +66.6% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling