-18.1%
ROL vs UMAC
+549.5%
-567.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.3% | -11.9% | -2.5% |
| 7D | -3.4% | +14.7% | -18.1% | -3.3% |
| 30D | -6.9% | -0.5% | -6.4% | -6.9% |
| 3M | -24.6% | +0.5% | -25.1% | -24.4% |
| 6M | -39.5% | +57.9% | -97.5% | -39.2% |
| YTD | -41.1% | +103.9% | -145.0% | -40.7% |
| 1Y | -37.9% | +159.3% | -197.2% | -37.6% |
| All | -18.1% | +549.5% | -567.6% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling