+207.2%
UMC vs ROL
-35.4%
+242.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +5.0% | -1.4% | +6.4% | +4.7% |
| 30D | +7.7% | -4.1% | +11.8% | +7.1% |
| 3M | +1.7% | -22.5% | +24.2% | -0.4% |
| 6M | +113.9% | -37.7% | +151.6% | +115.4% |
| YTD | +168.9% | -39.6% | +208.5% | +172.8% |
| 1Y | +207.2% | -36.0% | +243.2% | +207.7% |
| All | +207.2% | -35.4% | +242.6% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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