+115.0%
UMC vs RRX
+30.0%
+85.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.6% | -0.8% |
| 7D | -14.7% | +7.6% | -22.3% | -17.0% |
| 30D | -32.9% | +7.5% | -40.4% | -34.7% |
| 3M | -22.2% | -21.0% | -1.1% | -15.8% |
| 6M | +25.9% | -18.1% | +44.0% | +35.1% |
| YTD | +107.9% | +24.3% | +83.6% | +133.0% |
| 1Y | +115.0% | +29.3% | +85.7% | +138.3% |
| All | +115.0% | +30.0% | +85.0% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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