+137.3%
UMC vs RSG
-2.5%
+139.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.5% |
| 7D | +13.6% | 0.0% | +13.6% | +13.7% |
| 30D | +20.8% | +3.7% | +17.1% | +27.0% |
| 3M | +16.1% | +6.2% | +10.0% | +27.8% |
| 6M | +137.3% | -2.8% | +140.1% | +154.3% |
| All | +137.3% | -2.5% | +139.8% | +154.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling