+1,798.0%
UMC vs ROL
+210.1%
+1,587.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +11.4% | -3.2% | +14.6% | +11.9% |
| 30D | +16.8% | -6.6% | +23.4% | +18.0% |
| 3M | +19.1% | -27.3% | +46.4% | +25.1% |
| 6M | +137.4% | -38.1% | +175.5% | +156.6% |
| YTD | +186.4% | -41.8% | +228.1% | +213.0% |
| 1Y | +229.1% | -37.8% | +266.9% | +254.3% |
| 3Y | +257.9% | -0.3% | +258.2% | +248.0% |
| 5Y | +137.5% | -5.1% | +142.6% | +128.7% |
| All | +1,798.0% | +210.1% | +1,587.8% | +1,591.3% |
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