+121.5%
UMC vs URA
-29.1%
+150.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.2% |
| 7D | +17.8% | +4.5% | +13.3% | +15.5% |
| 30D | -29.6% | -13.4% | -16.2% | -24.7% |
| 3M | -18.4% | -28.4% | +10.0% | -6.4% |
| 6M | -0.1% | -40.5% | +40.3% | +19.1% |
| YTD | +104.0% | -24.3% | +128.3% | +134.5% |
| 1Y | +121.5% | -28.8% | +150.3% | +157.1% |
| All | +121.5% | -29.1% | +150.6% | +157.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling