-34.7%
ROL vs UMAC
+2.9%
-37.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.9% | +13.6% | +2.3% |
| 7D | +14.6% | -26.0% | +40.6% | +13.4% |
| 30D | +29.3% | -40.3% | +69.6% | +27.2% |
| 3M | +2.0% | -51.1% | +53.1% | +0.1% |
| 6M | -28.5% | -5.6% | -22.9% | -28.7% |
| YTD | -35.3% | +2.3% | -37.6% | -35.1% |
| 1Y | -34.7% | +7.9% | -42.6% | -34.5% |
| All | -34.7% | +2.9% | -37.6% | -34.5% |
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