+207.2%
UMC vs RRC
+23.4%
+183.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.5% |
| 7D | +5.0% | +1.3% | +3.6% | +5.0% |
| 30D | +7.7% | +10.1% | -2.4% | +8.3% |
| 3M | +1.7% | +4.0% | -2.3% | +3.1% |
| 6M | +113.9% | +1.6% | +112.3% | +116.3% |
| YTD | +168.9% | +19.7% | +149.2% | +161.1% |
| 1Y | +207.2% | +21.4% | +185.8% | +207.3% |
| All | +207.2% | +23.4% | +183.8% | +207.3% |
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