+134.2%
RBRK vs UMAC
+1,321.9%
-1,187.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.4% |
| 7D | -7.5% | -3.4% | -4.1% | -7.3% |
| 30D | -10.4% | -15.1% | +4.7% | -9.7% |
| 3M | +21.3% | -10.8% | +32.0% | +21.2% |
| 6M | +50.6% | +15.7% | +35.0% | +45.4% |
| YTD | +13.3% | +80.1% | -66.8% | +6.1% |
| 1Y | +11.2% | +116.7% | -105.5% | +2.3% |
| All | +134.2% | +1,321.9% | -1,187.7% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling