+23.7%
RCL vs UMAC
-25.4%
+49.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -1.0% |
| 30D | +17.8% | -36.4% | +54.2% | +20.1% |
| 3M | +4.9% | -58.6% | +63.5% | +8.9% |
| 6M | +23.7% | -24.6% | +48.4% | +20.9% |
| All | +23.7% | -25.4% | +49.1% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling