+240.3%
UMC vs RUN
-47.1%
+287.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.1% |
| 6M | +137.5% | -32.2% | +169.7% | +149.6% |
| YTD | +193.1% | -53.5% | +246.6% | +209.0% |
| 1Y | +240.3% | -46.5% | +286.8% | +268.6% |
| All | +240.3% | -47.1% | +287.4% | +268.6% |
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