+1,842.6%
UMC vs ROST
+317.9%
+1,524.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.7% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | +17.2% | -6.9% | +24.1% | +19.4% |
| 3M | +11.4% | -3.3% | +14.7% | +11.9% |
| 6M | +137.5% | +9.0% | +128.5% | +129.8% |
| YTD | +193.1% | +28.9% | +164.2% | +169.4% |
| 1Y | +240.3% | +54.0% | +186.3% | +196.5% |
| 3Y | +262.2% | +100.7% | +161.5% | +189.6% |
| 5Y | +143.1% | +116.0% | +27.1% | +85.2% |
| All | +1,842.6% | +317.9% | +1,524.7% | +1,215.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling