+62.6%
UMC vs RACE
+65.0%
-2.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | -17.0% | +5.1% | -22.1% | -18.6% |
| 30D | -40.6% | +7.7% | -48.3% | -42.4% |
| 3M | -27.9% | +2.2% | -30.0% | -28.7% |
| 6M | -7.5% | +23.8% | -31.2% | -16.6% |
| YTD | +79.3% | +13.9% | +65.4% | +66.2% |
| 1Y | +92.8% | +3.8% | +89.0% | +86.7% |
| 3Y | +108.2% | +28.0% | +80.1% | +61.2% |
| All | +62.6% | +65.0% | -2.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling