+260.9%
UMC vs RVTY
+251.6%
+9.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.1% |
| 7D | +6.6% | +0.4% | +6.2% | +6.3% |
| 30D | +16.6% | +10.8% | +5.7% | +11.3% |
| 3M | +11.0% | +26.8% | -15.8% | -0.6% |
| 6M | +131.3% | +39.3% | +92.0% | +98.1% |
| YTD | +182.5% | +31.6% | +150.9% | +145.6% |
| 1Y | +222.3% | +47.7% | +174.6% | +164.7% |
| 3Y | +253.0% | +19.9% | +233.1% | +201.1% |
| 5Y | +141.8% | -32.3% | +174.2% | +159.6% |
| 10Y | +1,772.2% | +138.4% | +1,633.8% | +1,002.9% |
| All | +260.9% | +251.6% | +9.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling