+9.4%
USB vs UMC
+0.9%
+8.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | -2.3% |
| 7D | -1.5% | -25.8% | +24.4% | -1.9% |
| 30D | +4.3% | -42.3% | +46.6% | +3.4% |
| 3M | -6.1% | -30.6% | +24.6% | -6.5% |
| 6M | +9.4% | -2.8% | +12.2% | +4.0% |
| All | +9.4% | +0.9% | +8.5% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling