+253.9%
UMC vs ROST
+93.5%
+160.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +11.4% | -2.5% | +13.9% | +12.0% |
| 30D | +16.8% | -10.3% | +27.1% | +19.7% |
| 3M | +19.1% | -2.6% | +21.7% | +19.2% |
| 6M | +137.4% | +6.5% | +130.9% | +130.2% |
| YTD | +186.4% | +25.9% | +160.5% | +161.5% |
| 1Y | +229.1% | +52.3% | +176.7% | +178.7% |
| All | +253.9% | +93.5% | +160.4% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling