+137.3%
UMC vs RUN
-21.1%
+158.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.5% | +5.4% |
| 7D | +13.6% | -1.8% | +15.4% | +14.2% |
| 30D | +20.8% | -10.8% | +31.6% | +25.0% |
| 3M | +16.1% | -30.2% | +46.3% | +32.0% |
| 6M | +137.3% | -22.3% | +159.6% | +156.9% |
| All | +137.3% | -21.1% | +158.4% | +156.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling