+263.0%
UMC vs RVTY
+16.6%
+246.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.5% |
| 7D | +13.6% | -5.4% | +19.0% | +14.8% |
| 30D | +20.8% | +6.7% | +14.0% | +18.8% |
| 3M | +16.1% | +19.0% | -2.9% | +10.9% |
| 6M | +137.3% | +34.6% | +102.7% | +119.4% |
| YTD | +193.8% | +28.3% | +165.5% | +173.1% |
| 1Y | +236.1% | +46.0% | +190.0% | +202.0% |
| All | +263.0% | +16.6% | +246.4% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling