+129.4%
RCL vs UMAC
+473.8%
-344.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -1.8% |
| 30D | -15.5% | -15.1% | -0.4% | -15.3% |
| 3M | -9.7% | -10.8% | +1.1% | -9.8% |
| 6M | -8.7% | +15.7% | -24.4% | -10.3% |
| YTD | -5.8% | +80.1% | -85.9% | -8.8% |
| 1Y | -24.5% | +116.7% | -141.2% | -27.6% |
| All | +129.4% | +473.8% | -344.4% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling