+115.0%
UMC vs ROK
+25.3%
+89.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -14.7% | 0.0% | -14.7% | -14.6% |
| 30D | -32.9% | -2.5% | -30.4% | -32.1% |
| 3M | -22.2% | 0.0% | -22.2% | -22.1% |
| 6M | +25.9% | +11.6% | +14.3% | +22.1% |
| YTD | +107.9% | +15.2% | +92.7% | +97.2% |
| 1Y | +115.0% | +25.0% | +90.0% | +102.0% |
| All | +115.0% | +25.3% | +89.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling