+243.6%
UMC vs ROP
+2,677.3%
-2,433.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +6.8% |
| 7D | +5.0% | -4.4% | +9.4% | +7.7% |
| 30D | +7.7% | +3.2% | +4.4% | +5.0% |
| 3M | +1.7% | +23.1% | -21.4% | -14.1% |
| 6M | +113.9% | +13.3% | +100.6% | +88.7% |
| YTD | +168.9% | -7.9% | +176.7% | +166.1% |
| 1Y | +207.2% | -22.1% | +229.3% | +238.3% |
| 3Y | +227.7% | -16.8% | +244.5% | +239.4% |
| 5Y | +118.0% | -13.5% | +131.6% | +117.2% |
| 10Y | +1,682.1% | +137.7% | +1,544.4% | +651.8% |
| All | +243.6% | +2,677.3% | -2,433.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling