+115.0%
UMC vs ROP
+10.4%
+104.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | +0.8% |
| 7D | -14.7% | +11.7% | -26.4% | -7.0% |
| 30D | -32.9% | +35.5% | -68.3% | -15.5% |
| 3M | -22.2% | +25.6% | -47.8% | -6.2% |
| 6M | +25.9% | +39.3% | -13.4% | +65.5% |
| YTD | +107.9% | +11.6% | +96.3% | +154.9% |
| 1Y | +115.0% | +10.6% | +104.4% | +163.6% |
| All | +115.0% | +10.4% | +104.6% | +163.6% |
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