+115.0%
UMC vs ROST
+54.7%
+60.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -1.5% |
| 7D | -14.7% | +7.8% | -22.5% | -14.0% |
| 30D | -32.9% | +8.6% | -41.4% | -32.3% |
| 3M | -22.2% | -1.9% | -20.2% | -22.3% |
| 6M | +25.9% | +9.1% | +16.8% | +26.7% |
| YTD | +107.9% | +37.2% | +70.7% | +112.6% |
| 1Y | +115.0% | +52.7% | +62.3% | +113.4% |
| All | +115.0% | +54.7% | +60.4% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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