+77.6%
UMC vs RGEN
-35.5%
+113.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.4% |
| 7D | +11.2% | -3.3% | +14.5% | +11.9% |
| 30D | -28.0% | -5.8% | -22.2% | -27.1% |
| 3M | -20.5% | +0.2% | -20.7% | -20.9% |
| 6M | -1.6% | +56.8% | -58.3% | -11.7% |
| YTD | +99.4% | +2.4% | +97.0% | +95.2% |
| 1Y | +120.4% | +11.4% | +109.0% | +111.6% |
| 3Y | +134.2% | +15.2% | +119.1% | +111.6% |
| All | +77.6% | -35.5% | +113.0% | +65.3% |
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