+137.5%
UMC vs RUN
-81.3%
+218.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | +11.4% | -3.4% | +14.7% | +11.8% |
| 30D | +16.8% | -14.0% | +30.7% | +18.5% |
| 3M | +19.1% | -27.5% | +46.6% | +23.3% |
| 6M | +137.4% | -29.0% | +166.4% | +145.3% |
| YTD | +186.4% | -53.1% | +239.5% | +203.1% |
| 1Y | +229.1% | -46.7% | +275.8% | +241.0% |
| 3Y | +257.9% | -38.3% | +296.2% | +216.7% |
| 5Y | +137.5% | -80.7% | +218.2% | +130.8% |
| All | +137.5% | -81.3% | +218.8% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling