+36.5%
USB vs UMC
+112.5%
-76.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.9% |
| 7D | +2.4% | -14.7% | +17.1% | +2.3% |
| 30D | +6.6% | -32.9% | +39.4% | +6.5% |
| 3M | -4.1% | -22.2% | +18.1% | -4.2% |
| 6M | +12.5% | +25.9% | -13.4% | +10.1% |
| YTD | +17.6% | +107.9% | -90.3% | +15.2% |
| 1Y | +36.5% | +115.0% | -78.5% | +32.7% |
| All | +36.5% | +112.5% | -76.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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