+263.0%
UMC vs ROP
-18.8%
+281.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +3.8% |
| 7D | +13.6% | -6.1% | +19.7% | +12.9% |
| 30D | +20.8% | -3.4% | +24.1% | +20.4% |
| 3M | +16.1% | +16.7% | -0.5% | +15.5% |
| 6M | +137.3% | +8.1% | +129.2% | +139.1% |
| YTD | +193.8% | -11.7% | +205.4% | +214.8% |
| 1Y | +236.1% | -24.2% | +260.3% | +285.5% |
| All | +263.0% | -18.8% | +281.8% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling