+120.4%
UMC vs Z
-58.2%
+178.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.0% |
| 7D | +11.2% | +0.8% | +10.3% | +11.3% |
| 30D | -28.0% | +5.2% | -33.2% | -26.7% |
| 3M | -20.5% | -17.0% | -3.5% | -21.4% |
| 6M | -1.6% | -22.7% | +21.1% | -0.1% |
| YTD | +99.4% | -56.3% | +155.7% | +92.3% |
| 1Y | +120.4% | -57.7% | +178.1% | +113.3% |
| All | +120.4% | -58.2% | +178.6% | +113.3% |
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