+565.0%
USB vs UMC
+259.6%
+305.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -1.2% |
| 7D | +1.4% | +5.0% | -3.5% | +0.4% |
| 30D | -1.3% | +7.7% | -9.0% | -2.9% |
| 3M | +15.2% | +1.7% | +13.6% | +12.5% |
| 6M | +18.8% | +113.9% | -95.1% | -1.8% |
| YTD | +21.0% | +168.9% | -147.9% | -5.8% |
| 1Y | +34.0% | +207.2% | -173.2% | +1.2% |
| 3Y | +95.3% | +227.7% | -132.4% | +43.3% |
| 5Y | +40.4% | +118.0% | -77.7% | +9.6% |
| 10Y | +107.3% | +1,682.1% | -1,574.8% | -4.4% |
| All | +565.0% | +259.6% | +305.4% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling