+240.3%
UMC vs RGEN
+38.7%
+201.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +9.0% | -1.4% | +10.4% | +9.0% |
| 30D | +17.2% | -0.3% | +17.6% | +17.1% |
| 3M | +11.4% | +23.9% | -12.5% | +9.2% |
| 6M | +137.5% | +38.5% | +99.0% | +127.0% |
| YTD | +193.1% | +0.8% | +192.3% | +197.1% |
| 1Y | +240.3% | +38.2% | +202.1% | +243.2% |
| All | +240.3% | +38.7% | +201.6% | +243.2% |
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