+1,842.6%
UMC vs RSG
+428.9%
+1,413.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +17.2% | +4.0% | +13.3% | +16.3% |
| 3M | +11.4% | +7.4% | +4.0% | +9.0% |
| 6M | +137.5% | +0.1% | +137.4% | +135.9% |
| YTD | +193.1% | +6.0% | +187.1% | +185.8% |
| 1Y | +240.3% | -3.0% | +243.3% | +240.6% |
| 3Y | +262.2% | +56.5% | +205.7% | +208.5% |
| 5Y | +143.1% | +90.9% | +52.2% | +92.4% |
| All | +1,842.6% | +428.9% | +1,413.6% | +1,038.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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