+68.9%
ROKU vs UMAC
+488.3%
-419.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | -2.6% | -4.0% | +1.4% | -2.5% |
| 30D | +2.1% | -9.4% | +11.5% | +2.3% |
| 3M | +31.8% | +3.0% | +28.8% | +30.5% |
| 6M | +53.3% | +27.2% | +26.1% | +48.0% |
| YTD | +42.1% | +84.7% | -42.6% | +34.3% |
| 1Y | +62.3% | +136.5% | -74.1% | +50.7% |
| All | +68.9% | +488.3% | -419.3% | +41.9% |
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