+148.5%
UMC vs ROIV
+298.6%
-150.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.7% |
| 7D | +0.1% | +9.5% | -9.3% | -1.0% |
| 30D | -28.7% | +21.0% | -49.7% | -30.6% |
| 3M | -15.1% | +18.7% | -33.8% | -17.4% |
| 6M | +5.0% | +44.5% | -39.6% | -0.6% |
| YTD | +108.2% | +92.9% | +15.3% | +89.1% |
| 1Y | +121.7% | +100.2% | +21.5% | +100.2% |
| 3Y | +139.8% | +375.0% | -235.2% | +91.5% |
| 5Y | +85.1% | +435.2% | -350.1% | +28.7% |
| All | +148.5% | +298.6% | -150.1% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling