+115.0%
UMC vs NYT
+16.5%
+98.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -2.2% |
| 7D | -14.7% | -3.9% | -10.8% | -15.2% |
| 30D | -32.9% | +4.3% | -37.1% | -32.3% |
| 3M | -22.2% | -11.7% | -10.4% | -23.4% |
| 6M | +25.9% | -14.4% | +40.3% | +26.3% |
| YTD | +107.9% | -3.0% | +111.0% | +119.9% |
| 1Y | +115.0% | +16.5% | +98.5% | +164.1% |
| All | +115.0% | +16.5% | +98.5% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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