+115.0%
UMC vs Z
-54.2%
+169.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.4% | -11.5% | -0.6% |
| 7D | -14.7% | +10.2% | -24.8% | -13.2% |
| 30D | -32.9% | +23.7% | -56.5% | -30.5% |
| 3M | -22.2% | -6.6% | -15.6% | -22.0% |
| 6M | +25.9% | -23.0% | +48.9% | +29.9% |
| YTD | +107.9% | -50.3% | +158.2% | +106.1% |
| 1Y | +115.0% | -53.6% | +168.6% | +113.9% |
| All | +115.0% | -54.2% | +169.2% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling