+10.4%
RIG vs UMAC
+508.0%
-497.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.6% |
| 7D | -8.2% | +3.3% | -11.5% | -8.4% |
| 30D | -0.2% | -10.4% | +10.2% | 0.0% |
| 3M | -2.7% | +1.8% | -4.5% | -3.7% |
| 6M | -7.5% | +40.7% | -48.2% | -11.1% |
| YTD | +38.3% | +90.9% | -52.6% | +30.1% |
| 1Y | +81.8% | +151.8% | -69.9% | +67.7% |
| All | +10.4% | +508.0% | -497.6% | -5.5% |
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