+212.8%
RDDT vs UMAC
+1,107.9%
-895.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.8% |
| 7D | +2.1% | -3.4% | +5.6% | +2.4% |
| 30D | +2.8% | -15.1% | +17.9% | +4.2% |
| 3M | -8.9% | -10.8% | +1.8% | -8.8% |
| 6M | +15.1% | +15.7% | -0.6% | +10.0% |
| YTD | -31.4% | +80.1% | -111.5% | -37.4% |
| 1Y | -39.4% | +116.7% | -156.2% | -46.2% |
| All | +212.8% | +1,107.9% | -895.1% | +105.8% |
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