+85.1%
UMC vs URA
+37.5%
+47.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +6.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.6% |
| 30D | -28.7% | -10.8% | -17.9% | -25.3% |
| 3M | -15.1% | -25.5% | +10.4% | -5.7% |
| 6M | +5.0% | -41.2% | +46.2% | +25.8% |
| YTD | +108.2% | -21.3% | +129.5% | +123.4% |
| 1Y | +121.7% | -25.7% | +147.4% | +141.4% |
| 3Y | +139.8% | +43.1% | +96.7% | +91.3% |
| 5Y | +85.1% | +35.6% | +49.5% | +31.5% |
| All | +85.1% | +37.5% | +47.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling