+154.7%
UMC vs RVTY
+327.3%
-172.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | +11.2% | -0.5% | +11.7% | +11.5% |
| 30D | -28.0% | +1.5% | -29.6% | -28.3% |
| 3M | -20.5% | +31.5% | -52.0% | -29.6% |
| 6M | -1.6% | +62.7% | -64.2% | -21.1% |
| YTD | +99.4% | +60.0% | +39.4% | +59.2% |
| 1Y | +120.4% | +65.7% | +54.7% | +72.7% |
| 3Y | +134.2% | +85.2% | +49.0% | +66.8% |
| 5Y | +78.8% | -14.9% | +93.7% | +74.0% |
| 10Y | +1,280.4% | +211.9% | +1,068.5% | +624.4% |
| All | +154.7% | +327.3% | -172.6% | +2.1% |
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