+160.7%
UMC vs RL
+2,799.9%
-2,639.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +17.8% | +2.4% | +15.4% | +16.7% |
| 30D | -29.6% | +4.6% | -34.2% | -30.7% |
| 3M | -18.4% | -1.1% | -17.3% | -18.2% |
| 6M | -0.1% | +16.5% | -16.7% | -6.8% |
| YTD | +104.0% | +11.4% | +92.6% | +92.1% |
| 1Y | +121.5% | +16.1% | +105.4% | +104.5% |
| 3Y | +135.0% | +252.6% | -117.6% | +30.9% |
| 5Y | +83.0% | +244.9% | -161.9% | +0.5% |
| 10Y | +1,312.7% | +342.4% | +970.3% | +479.7% |
| All | +160.7% | +2,799.9% | -2,639.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling