+154.7%
UMC vs ROL
+6,463.2%
-6,308.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -3.5% |
| 7D | +11.2% | +3.0% | +8.2% | +9.7% |
| 30D | -28.0% | +19.8% | -47.8% | -34.4% |
| 3M | -20.5% | +7.9% | -28.4% | -24.4% |
| 6M | -1.6% | -25.6% | +24.1% | +9.8% |
| YTD | +99.4% | -34.1% | +133.5% | +134.4% |
| 1Y | +120.4% | -31.4% | +151.8% | +153.5% |
| 3Y | +134.2% | +4.7% | +129.6% | +113.1% |
| 5Y | +78.8% | +15.6% | +63.2% | +48.0% |
| 10Y | +1,280.4% | +220.6% | +1,059.8% | +471.7% |
| All | +154.7% | +6,463.2% | -6,308.5% | -92.4% |
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 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