+243.6%
UMC vs RRC
+1,248.3%
-1,004.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +5.0% | +1.3% | +3.6% | +4.7% |
| 30D | +7.7% | +10.1% | -2.4% | +5.4% |
| 3M | +1.7% | +4.0% | -2.3% | +0.3% |
| 6M | +113.9% | +1.6% | +112.3% | +111.3% |
| YTD | +168.9% | +19.7% | +149.2% | +155.8% |
| 1Y | +207.2% | +21.4% | +185.8% | +190.5% |
| 3Y | +227.7% | +29.7% | +198.0% | +200.3% |
| 5Y | +118.0% | +153.9% | -35.8% | +63.3% |
| 10Y | +1,682.1% | +10.8% | +1,671.3% | +1,248.5% |
| All | +243.6% | +1,248.3% | -1,004.7% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling