+265.9%
UMC vs RRX
+1,303.8%
-1,037.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.6% |
| 7D | +11.4% | -3.7% | +15.1% | +13.3% |
| 30D | +16.8% | -9.3% | +26.1% | +21.7% |
| 3M | +19.1% | -21.8% | +40.9% | +32.9% |
| 6M | +137.4% | -22.0% | +159.4% | +162.1% |
| YTD | +186.4% | +11.9% | +174.4% | +162.4% |
| 1Y | +229.1% | +11.6% | +217.5% | +198.3% |
| 3Y | +257.9% | +2.2% | +255.7% | +210.3% |
| 5Y | +137.5% | +14.9% | +122.7% | +87.6% |
| 10Y | +1,808.2% | +214.2% | +1,593.9% | +693.5% |
| All | +265.9% | +1,303.8% | -1,037.9% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling