+1,798.0%
UMC vs RRC
+6.5%
+1,791.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +11.4% | -1.2% | +12.5% | +11.5% |
| 30D | +16.8% | +3.0% | +13.8% | +16.4% |
| 3M | +19.1% | +7.3% | +11.8% | +17.8% |
| 6M | +137.4% | +3.6% | +133.9% | +135.4% |
| YTD | +186.4% | +19.4% | +167.0% | +178.9% |
| 1Y | +229.1% | +21.4% | +207.7% | +219.4% |
| 3Y | +257.9% | +32.8% | +225.1% | +241.5% |
| 5Y | +137.5% | +152.0% | -14.4% | +109.6% |
| All | +1,798.0% | +6.5% | +1,791.5% | +1,351.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling