-23.5%
ROP vs UMAC
+494.0%
-517.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.6% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | +3.2% | -7.7% | +10.9% | +3.2% |
| 3M | +23.1% | -26.4% | +49.5% | +23.3% |
| 6M | +13.3% | +61.9% | -48.5% | +12.7% |
| YTD | -7.9% | +86.5% | -94.4% | -8.7% |
| 1Y | -22.1% | +156.3% | -178.4% | -23.2% |
| All | -23.5% | +494.0% | -517.5% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling