+1,842.6%
UMC vs RRX
+228.4%
+1,614.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.1% |
| 7D | +9.0% | -0.3% | +9.4% | +9.1% |
| 30D | +17.2% | -6.1% | +23.4% | +19.4% |
| 3M | +11.4% | -23.1% | +34.5% | +21.3% |
| 6M | +137.5% | -19.5% | +157.0% | +153.6% |
| YTD | +193.1% | +16.1% | +177.0% | +176.3% |
| 1Y | +240.3% | +12.9% | +227.4% | +221.2% |
| 3Y | +262.2% | +7.9% | +254.3% | +230.1% |
| 5Y | +143.1% | +19.1% | +124.0% | +108.8% |
| All | +1,842.6% | +228.4% | +1,614.2% | +1,185.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling