+1,798.0%
UMC vs URA
+361.2%
+1,436.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.3% |
| 7D | +11.4% | -1.5% | +12.9% | +11.9% |
| 30D | +16.8% | -0.4% | +17.2% | +16.6% |
| 3M | +19.1% | +6.3% | +12.8% | +17.0% |
| 6M | +137.4% | -14.0% | +151.4% | +146.9% |
| YTD | +186.4% | +5.3% | +181.1% | +177.8% |
| 1Y | +229.1% | +11.7% | +217.4% | +209.5% |
| 3Y | +257.9% | +109.8% | +148.1% | +164.7% |
| 5Y | +137.5% | +108.0% | +29.6% | +68.9% |
| All | +1,798.0% | +361.2% | +1,436.7% | +1,016.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling