+115.0%
UMC vs RRC
+44.7%
+70.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -2.6% |
| 7D | -14.7% | -6.8% | -7.9% | -15.6% |
| 30D | -32.9% | +34.7% | -67.6% | -28.1% |
| 3M | -22.2% | +31.5% | -53.7% | -17.0% |
| 6M | +25.9% | +21.8% | +4.1% | +36.4% |
| YTD | +107.9% | +48.9% | +59.1% | +116.3% |
| 1Y | +115.0% | +42.1% | +72.9% | +124.4% |
| All | +115.0% | +44.7% | +70.4% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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