+154.7%
UMC vs ROP
+3,181.3%
-3,026.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +11.2% | +0.7% | +10.5% | +10.7% |
| 30D | -28.0% | +28.8% | -56.8% | -39.4% |
| 3M | -20.5% | +21.1% | -41.6% | -31.3% |
| 6M | -1.6% | +52.5% | -54.1% | -29.2% |
| YTD | +99.4% | +8.9% | +90.5% | +73.9% |
| 1Y | +120.4% | +8.2% | +112.2% | +92.8% |
| 3Y | +134.2% | -5.2% | +139.4% | +119.2% |
| 5Y | +78.8% | +1.7% | +77.1% | +57.9% |
| 10Y | +1,280.4% | +185.4% | +1,095.0% | +408.4% |
| All | +154.7% | +3,181.3% | -3,026.5% | -88.0% |
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