-19.0%
ROL vs UMAC
+508.0%
-527.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.2% |
| 7D | -3.3% | +3.3% | -6.5% | -3.2% |
| 30D | -7.2% | -10.4% | +3.2% | -7.2% |
| 3M | -27.0% | +1.8% | -28.7% | -26.8% |
| 6M | -39.5% | +40.7% | -80.2% | -39.2% |
| YTD | -41.8% | +90.9% | -132.7% | -41.5% |
| 1Y | -38.9% | +151.8% | -190.6% | -38.5% |
| All | -19.0% | +508.0% | -527.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling