+217.8%
UMC vs USAR
+58.5%
+159.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -2.1% |
| 7D | +11.4% | -9.3% | +20.7% | +12.1% |
| 30D | +16.8% | -15.2% | +32.0% | +17.9% |
| 3M | +19.1% | -21.1% | +40.2% | +20.5% |
| 6M | +137.4% | -21.6% | +159.0% | +140.2% |
| YTD | +186.4% | +34.8% | +151.6% | +186.4% |
| 1Y | +229.1% | +15.6% | +213.4% | +229.5% |
| 3Y | +257.9% | +57.7% | +200.2% | +280.9% |
| All | +217.8% | +58.5% | +159.3% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling