+532.9%
USB vs UMC
+131.7%
+401.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +1.2% |
| 7D | -1.5% | -25.8% | +24.4% | +4.1% |
| 30D | +4.3% | -42.3% | +46.6% | +15.5% |
| 3M | -6.1% | -30.6% | +24.6% | -0.3% |
| 6M | +9.4% | -2.8% | +12.2% | +5.6% |
| YTD | +15.2% | +73.2% | -58.1% | -3.2% |
| 1Y | +32.8% | +75.5% | -42.7% | +11.2% |
| 3Y | +91.3% | +98.0% | -6.7% | +53.5% |
| 5Y | +22.7% | +62.7% | -40.1% | +0.4% |
| 10Y | +97.0% | +1,066.8% | -969.7% | -2.2% |
| All | +532.9% | +131.7% | +401.3% | +181.7% |
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 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