-8.4%
ROL vs UMAC
+182.0%
-190.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +2.5% |
| 7D | +3.0% | -5.2% | +8.2% | +2.9% |
| 30D | +19.8% | -36.4% | +56.2% | +19.3% |
| 3M | +7.9% | -58.6% | +66.5% | +7.2% |
| 6M | -25.6% | -24.6% | -1.0% | -25.8% |
| YTD | -34.1% | -11.5% | -22.7% | -34.2% |
| 1Y | -31.4% | +16.9% | -48.3% | -31.4% |
| All | -8.4% | +182.0% | -190.4% | -9.5% |
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