+243.6%
UMC vs ROL
+5,922.2%
-5,678.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +5.0% | -1.4% | +6.4% | +5.7% |
| 30D | +7.7% | -4.1% | +11.8% | +9.6% |
| 3M | +1.7% | -22.5% | +24.2% | +13.0% |
| 6M | +113.9% | -37.7% | +151.6% | +162.3% |
| YTD | +168.9% | -39.6% | +208.5% | +233.4% |
| 1Y | +207.2% | -36.0% | +243.2% | +268.3% |
| 3Y | +227.7% | -5.1% | +232.8% | +214.1% |
| 5Y | +118.0% | -3.4% | +121.4% | +98.1% |
| 10Y | +1,682.1% | +215.2% | +1,466.9% | +643.9% |
| All | +243.6% | +5,922.2% | -5,678.6% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling