+34.0%
USB vs UMC
+209.4%
-175.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.3% |
| 7D | +1.4% | +5.0% | -3.5% | +1.4% |
| 30D | -1.3% | +7.7% | -9.0% | -1.4% |
| 3M | +15.2% | +1.7% | +13.6% | +14.5% |
| 6M | +18.8% | +113.9% | -95.1% | +13.6% |
| YTD | +21.0% | +168.9% | -147.9% | +14.1% |
| 1Y | +34.0% | +207.2% | -173.2% | +22.5% |
| All | +34.0% | +209.4% | -175.4% | +22.5% |
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