+3.3%
RIVN vs UMAC
+488.3%
-485.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +0.9% | -4.0% | +4.9% | +1.1% |
| 30D | -1.9% | -9.4% | +7.5% | -1.7% |
| 3M | +8.7% | +3.0% | +5.8% | +7.4% |
| 6M | -3.0% | +27.2% | -30.2% | -7.2% |
| YTD | -18.6% | +84.7% | -103.3% | -24.4% |
| 1Y | +15.4% | +136.5% | -121.1% | +4.6% |
| All | +3.3% | +488.3% | -485.0% | -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 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