+1,254.4%
UMC vs RACE
+658.1%
+596.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -34.5% | +6.6% | -41.1% | -36.0% |
| 3M | -20.0% | +2.2% | -22.2% | -20.7% |
| 6M | -0.7% | +22.4% | -23.1% | -8.6% |
| YTD | +94.7% | +13.8% | +80.9% | +82.7% |
| 1Y | +106.0% | +2.2% | +103.8% | +100.9% |
| 3Y | +124.3% | +25.6% | +98.6% | +94.8% |
| 5Y | +78.0% | +71.0% | +7.0% | +34.3% |
| 10Y | +1,225.9% | +739.1% | +486.8% | +603.4% |
| All | +1,254.4% | +658.1% | +596.3% | +626.7% |
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