+269.7%
ROIV vs UMAC
+216.2%
+53.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +9.5% | -2.9% | +12.4% | +9.5% |
| 30D | +21.0% | -35.6% | +56.6% | +23.1% |
| 3M | +18.7% | -51.3% | +70.0% | +21.9% |
| 6M | +44.5% | -17.5% | +62.0% | +43.7% |
| YTD | +92.9% | -0.7% | +93.6% | +89.0% |
| 1Y | +100.2% | +16.5% | +83.8% | +94.9% |
| All | +269.7% | +216.2% | +53.4% | +227.2% |
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