+115.0%
UMC vs ROIV
+97.8%
+17.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.1% | -3.0% |
| 7D | -14.7% | +3.0% | -17.7% | -15.1% |
| 30D | -32.9% | +6.8% | -39.7% | -33.7% |
| 3M | -22.2% | +10.5% | -32.7% | -23.9% |
| 6M | +25.9% | +34.8% | -8.9% | +21.4% |
| YTD | +107.9% | +76.2% | +31.7% | +99.1% |
| 1Y | +115.0% | +92.4% | +22.6% | +111.0% |
| All | +115.0% | +97.8% | +17.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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