+115.0%
UMC vs RBRK
+62.9%
+52.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -14.7% | -12.5% | -2.2% | -13.8% |
| 30D | -32.9% | -3.0% | -29.9% | -32.6% |
| 3M | -22.2% | +46.9% | -69.1% | -24.7% |
| 6M | +25.9% | +105.4% | -79.5% | +17.2% |
| YTD | +107.9% | +55.6% | +52.3% | +97.9% |
| 1Y | +115.0% | +63.9% | +51.1% | +104.1% |
| All | +115.0% | +62.9% | +52.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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