+207.2%
UMC vs BR
-29.1%
+236.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +3.6% |
| 7D | +5.0% | -5.3% | +10.2% | +3.5% |
| 30D | +7.7% | +6.4% | +1.2% | +9.8% |
| 3M | +1.7% | +13.6% | -12.0% | +8.5% |
| 6M | +113.9% | -6.7% | +120.6% | +123.7% |
| YTD | +168.9% | -21.1% | +190.0% | +164.6% |
| 1Y | +207.2% | -29.6% | +236.8% | +204.6% |
| All | +207.2% | -29.1% | +236.3% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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