+220.9%
UMC vs ROIV
+232.7%
-11.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +5.0% | +0.6% | +4.3% | +4.9% |
| 30D | +7.7% | +1.0% | +6.7% | +7.3% |
| 3M | +1.7% | +18.3% | -16.6% | -0.5% |
| 6M | +113.9% | +18.3% | +95.6% | +108.6% |
| YTD | +168.9% | +61.0% | +107.9% | +150.9% |
| 1Y | +207.2% | +177.9% | +29.3% | +165.4% |
| 3Y | +227.7% | +199.1% | +28.6% | +175.7% |
| 5Y | +118.0% | +250.7% | -132.7% | +68.9% |
| All | +220.9% | +232.7% | -11.7% | +156.6% |
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 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