+94.6%
ROIV vs UMAC
+9.5%
+85.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +7.9% | +2.0% |
| 7D | +14.3% | -13.9% | +28.2% | +15.5% |
| 30D | +16.2% | -39.6% | +55.8% | +21.4% |
| 3M | +15.1% | -53.6% | +68.7% | +22.5% |
| 6M | +44.2% | -6.2% | +50.4% | +38.3% |
| YTD | +89.8% | -1.2% | +91.0% | +71.4% |
| 1Y | +94.6% | +9.7% | +84.9% | +72.3% |
| All | +94.6% | +9.5% | +85.1% | +72.3% |
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 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