+32.0%
RCL vs UMAC
+2.9%
+29.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -10.9% | +17.3% | +6.6% |
| 7D | +11.7% | -26.0% | +37.7% | +12.4% |
| 30D | +21.1% | -40.3% | +61.4% | +22.4% |
| 3M | +2.9% | -51.1% | +54.0% | +4.3% |
| 6M | +29.8% | -5.6% | +35.5% | +31.6% |
| YTD | +21.4% | +2.3% | +19.1% | +20.5% |
| 1Y | +32.0% | +7.9% | +24.2% | +30.5% |
| All | +32.0% | +2.9% | +29.1% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling