+253.0%
UMC vs ROIV
+253.6%
-0.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +18.8% | -13.7% | +1.8% |
| 7D | +6.6% | +20.2% | -13.6% | +3.1% |
| 30D | +16.6% | +14.1% | +2.4% | +13.5% |
| 3M | +11.0% | +45.6% | -34.6% | +4.4% |
| 6M | +131.3% | +44.1% | +87.2% | +116.9% |
| YTD | +182.5% | +91.2% | +91.3% | +153.2% |
| 1Y | +222.3% | +221.3% | +1.0% | +162.7% |
| 3Y | +253.0% | +229.2% | +23.8% | +170.7% |
| All | +253.0% | +253.6% | -0.6% | +170.7% |
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