+129.1%
UMC vs RF
+243.8%
-114.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.6% |
| 3M | -27.9% | -8.9% | -19.0% | -26.1% |
| 6M | -7.5% | +2.3% | -9.8% | -8.6% |
| YTD | +79.3% | +7.6% | +71.8% | +74.0% |
| 1Y | +92.8% | +21.2% | +71.6% | +80.7% |
| 3Y | +108.2% | +108.5% | -0.4% | +64.1% |
| 5Y | +68.4% | +43.2% | +25.2% | +45.6% |
| 10Y | +1,107.7% | +288.1% | +819.7% | +623.0% |
| All | +129.1% | +243.8% | -114.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling