+121.5%
UMC vs PL
+10.1%
+111.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | +17.8% | +22.3% | -4.5% | +13.4% |
| 30D | -29.6% | -8.3% | -21.3% | -28.7% |
| 3M | -18.4% | -43.3% | +24.9% | -11.8% |
| 6M | -0.1% | -65.8% | +65.7% | +12.8% |
| YTD | +104.0% | -29.5% | +133.5% | +127.0% |
| 1Y | +121.5% | +11.7% | +109.8% | +149.0% |
| All | +121.5% | +10.1% | +111.5% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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