+104.5%
RL vs UMAC
+494.0%
-389.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | -7.8% | -7.7% | -0.1% | -7.7% |
| 3M | -4.0% | -26.4% | +22.4% | -3.7% |
| 6M | -1.9% | +61.9% | -63.7% | -5.4% |
| YTD | -0.2% | +86.5% | -86.7% | -4.8% |
| 1Y | +10.7% | +156.3% | -145.6% | +3.4% |
| All | +104.5% | +494.0% | -389.5% | +71.6% |
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