+1,074.6%
RGTI vs UMAC
+473.8%
+600.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.5% |
| 7D | +0.5% | -3.4% | +3.9% | +1.5% |
| 30D | -17.1% | -15.1% | -2.0% | -13.8% |
| 3M | -26.0% | -10.8% | -15.2% | -25.4% |
| 6M | -9.9% | +15.7% | -25.5% | -22.4% |
| YTD | -31.1% | +80.1% | -111.2% | -49.3% |
| 1Y | -8.5% | +116.7% | -125.2% | -36.7% |
| All | +1,074.6% | +473.8% | +600.9% | +457.3% |
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