+207.2%
UMC vs ROK
+29.3%
+177.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.0% |
| 7D | +5.0% | +0.7% | +4.3% | +4.6% |
| 30D | +7.7% | -3.3% | +11.0% | +9.2% |
| 3M | +1.7% | -5.9% | +7.5% | +3.9% |
| 6M | +113.9% | +13.9% | +100.1% | +105.7% |
| YTD | +168.9% | +12.6% | +156.3% | +155.8% |
| 1Y | +207.2% | +28.6% | +178.6% | +177.7% |
| All | +207.2% | +29.3% | +177.9% | +177.7% |
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