+67.9%
RIO vs UMAC
+129.0%
-61.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.7% |
| 7D | -3.2% | -3.4% | +0.2% | -3.0% |
| 30D | +0.9% | -15.1% | +16.0% | +1.4% |
| 3M | -1.4% | -10.8% | +9.3% | -2.1% |
| 6M | +10.9% | +15.7% | -4.7% | +6.2% |
| YTD | +31.2% | +80.1% | -48.9% | +19.5% |
| 1Y | +67.9% | +116.7% | -48.8% | +50.8% |
| All | +67.9% | +129.0% | -61.1% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling