+1,953.3%
UMC vs RUN
-29.4%
+1,982.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.3% | +4.6% |
| 7D | +6.6% | +10.2% | -3.6% | +5.3% |
| 30D | +16.6% | -9.6% | +26.2% | +17.8% |
| 3M | +11.0% | -31.5% | +42.5% | +16.2% |
| 6M | +131.3% | -18.7% | +150.0% | +136.0% |
| YTD | +182.5% | -49.9% | +232.4% | +199.5% |
| 1Y | +222.3% | -45.5% | +267.8% | +234.9% |
| 3Y | +253.0% | -34.1% | +287.1% | +207.6% |
| 5Y | +141.8% | -79.4% | +221.3% | +133.1% |
| 10Y | +1,772.2% | +48.9% | +1,723.3% | +1,312.5% |
| All | +1,953.3% | -29.4% | +1,982.7% | +1,482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling