+115.0%
UMC vs RUN
-53.7%
+168.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | -14.7% | +18.5% | -33.1% | -16.6% |
| 30D | -32.9% | +15.5% | -48.4% | -34.2% |
| 3M | -22.2% | -20.3% | -1.8% | -20.0% |
| 6M | +25.9% | -30.8% | +56.7% | +31.9% |
| YTD | +107.9% | -52.2% | +160.1% | +118.3% |
| 1Y | +115.0% | -53.9% | +168.9% | +126.2% |
| All | +115.0% | -53.7% | +168.8% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling