+1,798.0%
UMC vs ROP
+135.7%
+1,662.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +11.4% | -8.0% | +19.4% | +13.6% |
| 30D | +16.8% | -2.7% | +19.5% | +17.3% |
| 3M | +19.1% | +16.6% | +2.5% | +12.0% |
| 6M | +137.4% | +10.4% | +127.1% | +126.5% |
| YTD | +186.4% | -12.1% | +198.5% | +194.0% |
| 1Y | +229.1% | -23.6% | +252.7% | +256.2% |
| 3Y | +257.9% | -19.3% | +277.2% | +277.6% |
| 5Y | +137.5% | -15.4% | +152.9% | +143.8% |
| All | +1,798.0% | +135.7% | +1,662.3% | +1,454.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling