+3.1%
RBLX vs UMAC
+473.8%
-470.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.5% |
| 7D | +5.1% | -3.4% | +8.5% | +5.2% |
| 30D | +28.0% | -15.1% | +43.1% | +28.6% |
| 3M | +4.6% | -10.8% | +15.4% | +4.4% |
| 6M | -24.7% | +15.7% | -40.3% | -26.8% |
| YTD | -43.8% | +80.1% | -124.0% | -46.6% |
| 1Y | -65.8% | +116.7% | -182.5% | -67.8% |
| All | +3.1% | +473.8% | -470.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling