+137.5%
UMC vs RGEN
-44.2%
+181.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -2.9% | +14.3% | +12.0% |
| 30D | +16.8% | -0.1% | +16.8% | +16.5% |
| 3M | +19.1% | +25.9% | -6.8% | +12.4% |
| 6M | +137.4% | +35.2% | +102.2% | +119.3% |
| YTD | +186.4% | +0.5% | +185.9% | +181.9% |
| 1Y | +229.1% | +37.0% | +192.1% | +201.1% |
| 3Y | +257.9% | +2.0% | +255.9% | +232.6% |
| 5Y | +137.5% | -44.2% | +181.7% | +130.4% |
| All | +137.5% | -44.2% | +181.8% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling