-9.6%
ROP vs UMAC
+182.0%
-191.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | +0.4% |
| 7D | +0.7% | -5.2% | +5.9% | +0.7% |
| 30D | +28.8% | -36.4% | +65.2% | +28.7% |
| 3M | +21.1% | -58.6% | +79.6% | +21.0% |
| 6M | +52.5% | -24.6% | +77.2% | +51.8% |
| YTD | +8.9% | -11.5% | +20.3% | +7.9% |
| 1Y | +8.2% | +16.9% | -8.7% | +6.8% |
| All | -9.6% | +182.0% | -191.6% | -14.9% |
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