+260.9%
UMC vs ROK
+6,446.3%
-6,185.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.1% | +5.6% |
| 7D | +6.6% | +2.8% | +3.8% | +5.0% |
| 30D | +16.6% | -2.4% | +19.0% | +17.9% |
| 3M | +11.0% | -4.7% | +15.7% | +13.4% |
| 6M | +131.3% | +16.8% | +114.5% | +112.2% |
| YTD | +182.5% | +11.4% | +171.1% | +163.5% |
| 1Y | +222.3% | +26.2% | +196.1% | +179.8% |
| 3Y | +253.0% | +51.9% | +201.2% | +162.0% |
| 5Y | +141.8% | +46.4% | +95.5% | +79.0% |
| 10Y | +1,772.2% | +343.5% | +1,428.7% | +546.6% |
| All | +260.9% | +6,446.3% | -6,185.4% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling