+122.5%
UMC vs RACE
+93.6%
+28.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.4% |
| 7D | +5.0% | -2.5% | +7.5% | +5.9% |
| 30D | +7.7% | +0.8% | +6.9% | +7.1% |
| 3M | +1.7% | +17.2% | -15.5% | -5.8% |
| 6M | +113.9% | +13.6% | +100.3% | +99.9% |
| YTD | +168.9% | +12.2% | +156.7% | +150.7% |
| 1Y | +207.2% | -16.3% | +223.5% | +227.5% |
| 3Y | +227.7% | +36.4% | +191.2% | +139.9% |
| All | +122.5% | +93.6% | +28.9% | +15.6% |
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