+145.3%
UMC vs RVTY
-34.2%
+179.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.8% |
| 7D | +13.6% | -5.4% | +19.0% | +15.5% |
| 30D | +20.8% | +6.7% | +14.0% | +17.9% |
| 3M | +16.1% | +19.0% | -2.9% | +8.7% |
| 6M | +137.3% | +34.6% | +102.7% | +112.2% |
| YTD | +193.8% | +28.3% | +165.5% | +165.0% |
| 1Y | +236.1% | +46.0% | +190.0% | +187.8% |
| 3Y | +267.1% | +16.9% | +250.2% | +225.7% |
| 5Y | +145.3% | -32.9% | +178.2% | +173.2% |
| All | +145.3% | -34.2% | +179.5% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling