+3.2%
RIVN vs UMAC
+473.8%
-470.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.1% |
| 7D | +1.8% | -3.4% | +5.3% | +2.1% |
| 30D | +0.6% | -15.1% | +15.7% | +1.3% |
| 3M | +3.2% | -10.8% | +13.9% | +2.9% |
| 6M | -3.7% | +15.7% | -19.4% | -7.3% |
| YTD | -18.7% | +80.1% | -98.8% | -24.3% |
| 1Y | +14.7% | +116.7% | -102.0% | +4.6% |
| All | +3.2% | +473.8% | -470.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling