+83.0%
UMC vs ROP
+2.3%
+80.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +17.8% | -2.7% | +20.5% | +18.1% |
| 30D | -29.6% | +29.7% | -59.3% | -32.2% |
| 3M | -18.4% | +21.2% | -39.6% | -20.7% |
| 6M | -0.1% | +48.3% | -48.4% | -10.1% |
| YTD | +104.0% | +8.4% | +95.6% | +109.6% |
| 1Y | +121.5% | +6.0% | +115.5% | +130.4% |
| 3Y | +135.0% | -5.6% | +140.6% | +155.5% |
| 5Y | +83.0% | +1.3% | +81.8% | +78.2% |
| All | +83.0% | +2.3% | +80.7% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling