+115.0%
UMC vs RGEN
+19.5%
+95.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -14.7% | -3.5% | -11.2% | -14.6% |
| 30D | -32.9% | -6.0% | -26.9% | -32.8% |
| 3M | -22.2% | +19.0% | -41.1% | -22.4% |
| 6M | +25.9% | +50.7% | -24.8% | +20.6% |
| YTD | +107.9% | +8.8% | +99.2% | +117.7% |
| 1Y | +115.0% | +21.3% | +93.8% | +122.7% |
| All | +115.0% | +19.5% | +95.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling