+9.5%
RL vs UMAC
+141.5%
-132.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.0% | -3.3% |
| 7D | -0.3% | +3.3% | -3.5% | -0.3% |
| 30D | -17.5% | -10.4% | -7.1% | -17.4% |
| 3M | -14.0% | +1.8% | -15.7% | -14.2% |
| 6M | -2.0% | +40.7% | -42.7% | -3.4% |
| YTD | -4.6% | +90.9% | -95.5% | -7.4% |
| 1Y | +9.5% | +151.8% | -142.3% | +9.0% |
| All | +9.5% | +141.5% | -132.0% | +9.0% |
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