+1,770.5%
UMC vs RACE
+647.6%
+1,122.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.2% |
| 7D | +5.0% | -2.5% | +7.5% | +5.8% |
| 30D | +7.7% | +0.8% | +6.9% | +7.2% |
| 3M | +1.7% | +17.2% | -15.5% | -4.5% |
| 6M | +113.9% | +13.6% | +100.3% | +102.2% |
| YTD | +168.9% | +12.2% | +156.7% | +153.7% |
| 1Y | +207.2% | -16.3% | +223.5% | +220.2% |
| 3Y | +227.7% | +36.4% | +191.2% | +174.8% |
| 5Y | +118.0% | +95.0% | +23.1% | +58.3% |
| 10Y | +1,682.1% | +813.2% | +868.9% | +831.3% |
| All | +1,770.5% | +647.6% | +1,122.9% | +908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling