+233.3%
UMC vs RBRK
+124.5%
+108.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | +9.0% | -7.5% | +16.5% | +9.8% |
| 30D | +17.2% | -10.4% | +27.7% | +18.0% |
| 3M | +11.4% | +21.3% | -9.9% | +7.8% |
| 6M | +137.5% | +50.6% | +86.9% | +123.5% |
| YTD | +193.1% | +13.3% | +179.8% | +183.7% |
| 1Y | +240.3% | +11.2% | +229.1% | +228.8% |
| All | +233.3% | +124.5% | +108.8% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling