+18.3%
ROIV vs UMAC
+69.4%
-51.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +0.6% | -0.9% | +1.6% | +0.7% |
| 30D | +1.0% | -7.7% | +8.6% | +1.1% |
| 3M | +18.3% | -26.4% | +44.7% | +18.2% |
| 6M | +18.3% | +61.9% | -43.5% | +12.0% |
| All | +18.3% | +69.4% | -51.0% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling