+154.7%
UMC vs RRC
+1,567.8%
-1,413.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +11.2% | +6.4% | +4.8% | +9.8% |
| 30D | -28.0% | +23.9% | -51.9% | -31.4% |
| 3M | -20.5% | +30.2% | -50.7% | -25.3% |
| 6M | -1.6% | +26.3% | -27.8% | -7.4% |
| YTD | +99.4% | +48.1% | +51.3% | +80.3% |
| 1Y | +120.4% | +37.7% | +82.7% | +102.2% |
| 3Y | +134.2% | +60.3% | +73.9% | +104.6% |
| 5Y | +78.8% | +135.3% | -56.4% | +36.6% |
| 10Y | +1,280.4% | +73.3% | +1,207.1% | +832.5% |
| All | +154.7% | +1,567.8% | -1,413.1% | -26.7% |
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