+129.0%
RCL vs UMAC
+508.0%
-379.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -1.6% |
| 7D | -2.2% | +3.3% | -5.5% | -2.3% |
| 30D | -15.7% | -10.4% | -5.3% | -15.6% |
| 3M | -8.0% | +1.8% | -9.7% | -8.4% |
| 6M | -10.1% | +40.7% | -50.9% | -12.1% |
| YTD | -5.9% | +90.9% | -96.8% | -9.1% |
| 1Y | -23.5% | +151.8% | -175.2% | -27.0% |
| All | +129.0% | +508.0% | -379.0% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling