-19.0%
ROL vs UMAC
+488.3%
-507.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | 0.0% |
| 7D | -3.2% | -4.0% | +0.8% | -3.2% |
| 30D | -6.6% | -9.4% | +2.8% | -6.6% |
| 3M | -27.3% | +3.0% | -30.3% | -27.1% |
| 6M | -38.1% | +27.2% | -65.3% | -37.8% |
| YTD | -41.8% | +84.7% | -126.5% | -41.4% |
| 1Y | -37.8% | +136.5% | -174.3% | -37.5% |
| All | -19.0% | +488.3% | -507.2% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling