+132.4%
UMC vs ROIV
+292.3%
-159.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -8.3% | +14.3% | -22.6% | -9.9% |
| 30D | -34.5% | +16.2% | -50.7% | -35.9% |
| 3M | -20.0% | +15.1% | -35.1% | -21.8% |
| 6M | -0.7% | +44.2% | -45.0% | -5.9% |
| YTD | +94.7% | +89.8% | +4.9% | +77.3% |
| 1Y | +106.0% | +94.6% | +11.4% | +86.7% |
| 3Y | +124.3% | +367.5% | -243.3% | +79.5% |
| 5Y | +78.0% | +421.4% | -343.4% | +24.1% |
| All | +132.4% | +292.3% | -159.9% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling