+145.3%
UMC vs RL
+233.3%
-88.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.2% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +20.8% | -17.5% | +38.3% | +29.6% |
| 3M | +16.1% | -14.0% | +30.1% | +22.5% |
| 6M | +137.3% | -2.0% | +139.3% | +136.7% |
| YTD | +193.8% | -4.6% | +198.4% | +194.3% |
| 1Y | +236.1% | +9.5% | +226.6% | +217.2% |
| 3Y | +267.1% | +200.5% | +66.6% | +109.9% |
| 5Y | +145.3% | +226.3% | -81.0% | +26.3% |
| All | +145.3% | +233.3% | -88.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling