+920.5%
UMC vs URA
-52.4%
+972.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +11.2% | -1.5% | +12.7% | +11.8% |
| 30D | -28.0% | -10.4% | -17.6% | -25.0% |
| 3M | -20.5% | -29.6% | +9.1% | -10.8% |
| 6M | -1.6% | -40.3% | +38.7% | +16.5% |
| YTD | +99.4% | -25.5% | +124.9% | +117.0% |
| 1Y | +120.4% | -26.4% | +146.8% | +139.8% |
| 3Y | +134.2% | +31.4% | +102.8% | +101.6% |
| 5Y | +78.8% | +28.6% | +50.3% | +49.6% |
| 10Y | +1,280.4% | +260.9% | +1,019.5% | +667.9% |
| All | +920.5% | -52.4% | +972.9% | +972.7% |
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