+240.3%
UMC vs ROK
+27.3%
+213.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.6% |
| 7D | +9.0% | -1.2% | +10.3% | +9.6% |
| 30D | +17.2% | -4.8% | +22.0% | +19.7% |
| 3M | +11.4% | -6.1% | +17.5% | +14.0% |
| 6M | +137.5% | +15.5% | +122.0% | +128.5% |
| YTD | +193.1% | +11.2% | +181.9% | +179.6% |
| 1Y | +240.3% | +23.8% | +216.5% | +207.1% |
| All | +240.3% | +27.3% | +213.0% | +207.1% |
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