+243.6%
UMC vs RL
+2,498.6%
-2,255.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.5% | +3.8% |
| 7D | +5.0% | -0.8% | +5.8% | +5.3% |
| 30D | +7.7% | -7.8% | +15.4% | +11.0% |
| 3M | +1.7% | -4.0% | +5.7% | +3.0% |
| 6M | +113.9% | -1.9% | +115.8% | +113.4% |
| YTD | +168.9% | -0.2% | +169.1% | +164.8% |
| 1Y | +207.2% | +10.7% | +196.5% | +188.7% |
| 3Y | +227.7% | +210.8% | +16.9% | +91.8% |
| 5Y | +118.0% | +238.2% | -120.2% | +19.6% |
| 10Y | +1,682.1% | +313.4% | +1,368.7% | +647.3% |
| All | +243.6% | +2,498.6% | -2,255.1% | -58.4% |
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