+145.3%
UMC vs URA
+132.7%
+12.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +13.6% | +5.7% | +7.9% | +11.5% |
| 30D | +20.8% | +5.6% | +15.2% | +18.2% |
| 3M | +16.1% | +6.2% | +9.9% | +13.8% |
| 6M | +137.3% | -8.2% | +145.5% | +141.6% |
| YTD | +193.8% | +9.7% | +184.1% | +180.4% |
| 1Y | +236.1% | +17.0% | +219.1% | +209.6% |
| 3Y | +267.1% | +118.5% | +148.6% | +159.1% |
| 5Y | +145.3% | +134.3% | +10.9% | +60.3% |
| All | +145.3% | +132.7% | +12.6% | +60.3% |
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