+108.2%
UMC vs RF
+104.8%
+3.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -17.0% | -0.9% | -16.1% | -16.7% |
| 30D | -40.6% | +6.0% | -46.6% | -41.2% |
| 3M | -27.9% | -8.9% | -19.0% | -26.5% |
| 6M | -7.5% | +2.3% | -9.8% | -8.4% |
| YTD | +79.3% | +7.6% | +71.8% | +74.2% |
| 1Y | +92.8% | +21.2% | +71.6% | +81.2% |
| 3Y | +108.2% | +108.5% | -0.4% | +57.2% |
| All | +108.2% | +104.8% | +3.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling