-26.7%
ROP vs UMAC
+508.0%
-534.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.0% | -1.3% |
| 7D | -6.1% | +3.3% | -9.4% | -6.1% |
| 30D | -3.4% | -10.4% | +7.0% | -3.3% |
| 3M | +16.7% | +1.8% | +14.9% | +16.7% |
| 6M | +8.1% | +40.7% | -32.7% | +7.6% |
| YTD | -11.7% | +90.9% | -102.6% | -12.5% |
| 1Y | -24.2% | +151.8% | -176.0% | -25.3% |
| All | -26.7% | +508.0% | -534.7% | -30.9% |
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