+60.3%
ROK vs UMAC
+549.5%
-489.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.4% | -1.4% |
| 7D | +2.8% | +14.7% | -11.9% | +2.3% |
| 30D | -2.4% | -0.5% | -1.9% | -2.6% |
| 3M | -4.7% | +0.5% | -5.2% | -5.3% |
| 6M | +16.8% | +57.9% | -41.2% | +13.4% |
| YTD | +11.4% | +103.9% | -92.6% | +6.9% |
| 1Y | +26.2% | +159.3% | -133.1% | +19.7% |
| All | +60.3% | +549.5% | -489.2% | +45.2% |
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