+207.2%
UMC vs NYT
+15.2%
+192.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +5.0% | -1.3% | +6.2% | +4.8% |
| 30D | +7.7% | +2.7% | +4.9% | +7.9% |
| 3M | +1.7% | -10.3% | +12.0% | +2.1% |
| 6M | +113.9% | -16.6% | +130.5% | +114.6% |
| YTD | +168.9% | -2.3% | +171.2% | +175.0% |
| 1Y | +207.2% | +15.0% | +192.2% | +215.0% |
| All | +207.2% | +15.2% | +192.0% | +215.0% |
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