+77.6%
UMC vs RVTY
-15.1%
+92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | +11.2% | -0.5% | +11.7% | +11.4% |
| 30D | -28.0% | +1.5% | -29.6% | -28.2% |
| 3M | -20.5% | +31.5% | -52.0% | -27.3% |
| 6M | -1.6% | +62.7% | -64.2% | -16.8% |
| YTD | +99.4% | +60.0% | +39.4% | +67.9% |
| 1Y | +120.4% | +65.7% | +54.7% | +82.6% |
| 3Y | +134.2% | +85.2% | +49.0% | +75.1% |
| All | +77.6% | -15.1% | +92.7% | +84.5% |
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