+122.5%
UMC vs RF
+89.8%
+32.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.6% | +4.6% |
| 7D | +5.0% | +1.3% | +3.6% | +4.4% |
| 30D | +7.7% | -3.6% | +11.3% | +8.9% |
| 3M | +1.7% | +8.1% | -6.4% | -1.4% |
| 6M | +113.9% | +11.5% | +102.5% | +104.8% |
| YTD | +168.9% | +15.6% | +153.3% | +152.7% |
| 1Y | +207.2% | +15.7% | +191.5% | +187.8% |
| 3Y | +227.7% | +86.9% | +140.8% | +145.0% |
| All | +122.5% | +89.8% | +32.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling