+229.1%
UMC vs ROL
-38.5%
+267.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +11.4% | -3.2% | +14.6% | +10.8% |
| 30D | +16.8% | -6.6% | +23.4% | +15.6% |
| 3M | +19.1% | -27.3% | +46.4% | +16.0% |
| 6M | +137.4% | -38.1% | +175.5% | +135.9% |
| YTD | +186.4% | -41.8% | +228.1% | +188.4% |
| 1Y | +229.1% | -37.8% | +266.9% | +227.4% |
| All | +229.1% | -38.5% | +267.6% | +227.4% |
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