+1,772.2%
UMC vs RF
+334.9%
+1,437.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.2% | +5.4% |
| 7D | +6.6% | +2.7% | +3.9% | +5.8% |
| 30D | +16.6% | -3.4% | +19.9% | +17.6% |
| 3M | +11.0% | +6.4% | +4.7% | +8.8% |
| 6M | +131.3% | +13.4% | +117.9% | +122.3% |
| YTD | +182.5% | +14.2% | +168.2% | +169.9% |
| 1Y | +222.3% | +15.7% | +206.6% | +206.1% |
| 3Y | +253.0% | +91.3% | +161.7% | +184.2% |
| 5Y | +141.8% | +89.8% | +52.1% | +94.0% |
| 10Y | +1,772.2% | +336.7% | +1,435.5% | +1,163.0% |
| All | +1,772.2% | +334.9% | +1,437.3% | +1,163.0% |
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