+115.0%
UMC vs NSC
+24.4%
+90.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -1.9% |
| 7D | -14.7% | +1.8% | -16.5% | -14.3% |
| 30D | -32.9% | +8.8% | -41.7% | -31.8% |
| 3M | -22.2% | +1.2% | -23.4% | -21.8% |
| 6M | +25.9% | +11.3% | +14.6% | +28.8% |
| YTD | +107.9% | +20.7% | +87.2% | +125.8% |
| 1Y | +115.0% | +23.4% | +91.6% | +132.5% |
| All | +115.0% | +24.4% | +90.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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