+129.8%
UMC vs ROIV
+351.4%
-221.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +2.9% | +6.4% |
| 7D | -9.2% | +13.3% | -22.5% | -11.5% |
| 30D | -35.1% | +14.8% | -49.9% | -37.1% |
| 3M | -20.5% | +11.9% | -32.4% | -22.8% |
| 6M | -1.7% | +42.4% | -44.1% | -9.3% |
| YTD | +92.8% | +87.4% | +5.4% | +67.2% |
| 1Y | +104.5% | +97.2% | +7.2% | +74.6% |
| 3Y | +129.8% | +375.7% | -245.8% | +51.6% |
| All | +129.8% | +351.4% | -221.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling