+16.1%
UMC vs RRX
-25.1%
+41.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.7% |
| 7D | +13.6% | -0.7% | +14.3% | +14.1% |
| 30D | +20.8% | -8.0% | +28.7% | +27.9% |
| 3M | +16.1% | -25.1% | +41.2% | +42.2% |
| All | +16.1% | -25.1% | +41.3% | +42.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling