+263.0%
UMC vs ROL
-1.5%
+264.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.0% |
| 7D | +13.6% | -3.3% | +16.9% | +13.7% |
| 30D | +20.8% | -7.2% | +28.0% | +20.9% |
| 3M | +16.1% | -27.0% | +43.1% | +17.9% |
| 6M | +137.3% | -39.5% | +176.8% | +147.8% |
| YTD | +193.8% | -41.8% | +235.6% | +208.7% |
| 1Y | +236.1% | -38.9% | +275.0% | +249.6% |
| All | +263.0% | -1.5% | +264.4% | +269.7% |
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