+262.2%
UMC vs RRX
+5.4%
+256.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.3% |
| 7D | +9.0% | -0.3% | +9.4% | +9.1% |
| 30D | +17.2% | -6.1% | +23.4% | +19.1% |
| 3M | +11.4% | -23.1% | +34.5% | +19.9% |
| 6M | +137.5% | -19.5% | +157.0% | +152.2% |
| YTD | +193.1% | +16.1% | +177.0% | +188.4% |
| 1Y | +240.3% | +12.9% | +227.4% | +235.2% |
| 3Y | +262.2% | +7.9% | +254.3% | +257.3% |
| All | +262.2% | +5.4% | +256.8% | +257.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling