+134.2%
UMC vs ROL
+5.9%
+128.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -2.2% |
| 7D | +11.2% | +3.0% | +8.2% | +11.3% |
| 30D | -28.0% | +19.8% | -47.8% | -27.8% |
| 3M | -20.5% | +7.9% | -28.4% | -20.1% |
| 6M | -1.6% | -25.6% | +24.1% | +2.6% |
| YTD | +99.4% | -34.1% | +133.5% | +112.8% |
| 1Y | +120.4% | -31.4% | +151.8% | +133.0% |
| 3Y | +134.2% | +4.7% | +129.6% | +122.7% |
| All | +134.2% | +5.9% | +128.4% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling