+229.1%
UMC vs RL
+9.4%
+219.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +11.4% | -2.2% | +13.6% | +11.9% |
| 30D | +16.8% | -15.3% | +32.1% | +22.1% |
| 3M | +19.1% | -10.3% | +29.4% | +22.6% |
| 6M | +137.4% | -2.2% | +139.7% | +139.3% |
| YTD | +186.4% | -4.3% | +190.7% | +187.0% |
| 1Y | +229.1% | +8.9% | +220.2% | +212.9% |
| All | +229.1% | +9.4% | +219.7% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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