+1,276.4%
UMC vs URA
-31.1%
+1,307.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.3% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | +7.7% | +7.4% | +0.3% | +4.8% |
| 3M | +1.7% | -8.4% | +10.1% | +4.5% |
| 6M | +113.9% | -12.7% | +126.6% | +121.7% |
| YTD | +168.9% | +7.8% | +161.1% | +158.6% |
| 1Y | +207.2% | +19.5% | +187.7% | +182.1% |
| 3Y | +227.7% | +116.4% | +111.3% | +138.1% |
| 5Y | +118.0% | +134.3% | -16.2% | +48.1% |
| 10Y | +1,682.1% | +359.3% | +1,322.9% | +813.5% |
| All | +1,276.4% | -31.1% | +1,307.5% | +1,178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling