+144.6%
UMC vs URA
+43.1%
+101.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | -28.7% | -10.8% | -17.9% | -25.7% |
| 3M | -15.1% | -25.5% | +10.4% | -6.9% |
| 6M | +5.0% | -41.2% | +46.2% | +21.7% |
| YTD | +108.2% | -21.3% | +129.5% | +123.0% |
| 1Y | +121.7% | -25.7% | +147.4% | +140.0% |
| All | +144.6% | +43.1% | +101.5% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling