+1,272.7%
UMC vs ROL
+221.5%
+1,051.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -2.6% |
| 7D | +11.2% | +3.0% | +8.2% | +10.7% |
| 30D | -28.0% | +19.8% | -47.8% | -30.1% |
| 3M | -20.5% | +7.9% | -28.4% | -21.6% |
| 6M | -1.6% | -25.6% | +24.1% | +3.2% |
| YTD | +99.4% | -34.1% | +133.5% | +113.9% |
| 1Y | +120.4% | -31.4% | +151.8% | +134.3% |
| 3Y | +134.2% | +4.7% | +129.6% | +126.7% |
| 5Y | +78.8% | +15.6% | +63.2% | +66.3% |
| All | +1,272.7% | +221.5% | +1,051.2% | +944.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling