+1,842.6%
UMC vs RUN
+42.2%
+1,800.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +9.0% | -3.7% | +12.7% | +9.5% |
| 30D | +17.2% | -13.0% | +30.3% | +19.2% |
| 3M | +11.4% | -31.8% | +43.2% | +17.0% |
| 6M | +137.5% | -32.2% | +169.7% | +148.3% |
| YTD | +193.1% | -53.5% | +246.6% | +214.8% |
| 1Y | +240.3% | -46.5% | +286.8% | +255.2% |
| 3Y | +262.2% | -37.6% | +299.8% | +212.4% |
| 5Y | +143.1% | -80.9% | +224.0% | +136.2% |
| All | +1,842.6% | +42.2% | +1,800.4% | +1,265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling