+260.9%
UMC vs ROST
+15,493.2%
-15,232.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +6.6% | +0.2% | +6.4% | +6.5% |
| 30D | +16.6% | -10.0% | +26.5% | +21.5% |
| 3M | +11.0% | +1.2% | +9.8% | +9.6% |
| 6M | +131.3% | +8.9% | +122.3% | +120.1% |
| YTD | +182.5% | +28.1% | +154.4% | +149.9% |
| 1Y | +222.3% | +53.0% | +169.3% | +163.8% |
| 3Y | +253.0% | +97.9% | +155.2% | +154.6% |
| 5Y | +141.8% | +112.0% | +29.9% | +63.1% |
| 10Y | +1,772.2% | +303.0% | +1,469.3% | +724.0% |
| All | +260.9% | +15,493.2% | -15,232.2% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling