+1,225.9%
UMC vs RF
+248.4%
+977.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | -34.5% | +6.2% | -40.7% | -35.5% |
| 3M | -20.0% | -7.8% | -12.1% | -18.2% |
| 6M | -0.7% | +5.9% | -6.7% | -2.8% |
| YTD | +94.7% | +9.0% | +85.7% | +88.2% |
| 1Y | +106.0% | +19.3% | +86.7% | +93.9% |
| 3Y | +124.3% | +116.4% | +7.8% | +74.1% |
| 5Y | +78.0% | +46.0% | +31.9% | +52.0% |
| 10Y | +1,225.9% | +239.8% | +986.1% | +828.8% |
| All | +1,225.9% | +248.4% | +977.5% | +828.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling