+144.6%
UMC vs RL
+257.6%
-113.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.3% |
| 7D | +0.1% | -4.4% | +4.5% | +1.8% |
| 30D | -28.7% | +5.6% | -34.3% | -29.5% |
| 3M | -15.1% | -0.6% | -14.5% | -14.8% |
| 6M | +5.0% | +15.5% | -10.5% | +0.8% |
| YTD | +108.2% | +12.3% | +95.8% | +100.1% |
| 1Y | +121.7% | +19.3% | +102.4% | +108.8% |
| All | +144.6% | +257.6% | -113.0% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling