+144.1%
UMC vs RRC
+142.8%
+1.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +9.0% | -1.8% | +10.8% | +9.3% |
| 30D | +17.2% | +2.7% | +14.6% | +16.6% |
| 3M | +11.4% | +8.8% | +2.6% | +9.3% |
| 6M | +137.5% | -1.2% | +138.7% | +136.4% |
| YTD | +193.1% | +17.6% | +175.5% | +181.1% |
| 1Y | +240.3% | +18.4% | +221.9% | +224.9% |
| 3Y | +262.2% | +33.1% | +229.1% | +233.6% |
| All | +144.1% | +142.8% | +1.3% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling