+229.1%
UMC vs ROP
-24.5%
+253.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.8% |
| 7D | +11.4% | -8.0% | +19.4% | +6.3% |
| 30D | +16.8% | -2.7% | +19.5% | +15.3% |
| 3M | +19.1% | +16.6% | +2.5% | +29.6% |
| 6M | +137.4% | +10.4% | +127.1% | +155.7% |
| YTD | +186.4% | -12.1% | +198.5% | +198.9% |
| 1Y | +229.1% | -23.6% | +252.7% | +252.7% |
| All | +229.1% | -24.5% | +253.6% | +252.7% |
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