+207.2%
UMC vs ROP
-21.5%
+228.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +2.5% |
| 7D | +5.0% | -4.4% | +9.4% | +2.4% |
| 30D | +7.7% | +3.2% | +4.4% | +10.0% |
| 3M | +1.7% | +23.1% | -21.4% | +13.5% |
| 6M | +113.9% | +13.3% | +100.6% | +135.0% |
| YTD | +168.9% | -7.9% | +176.7% | +189.3% |
| 1Y | +207.2% | -22.1% | +229.3% | +244.0% |
| All | +207.2% | -21.5% | +228.7% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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