+62.7%
ROST vs UMAC
+549.5%
-486.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.9% | -0.8% |
| 7D | 0.0% | +14.7% | -14.7% | -0.3% |
| 30D | -10.2% | -0.5% | -9.7% | -10.2% |
| 3M | +1.0% | +0.5% | +0.5% | +0.7% |
| 6M | +8.7% | +57.9% | -49.2% | +6.4% |
| YTD | +27.8% | +103.9% | -76.1% | +23.9% |
| 1Y | +52.7% | +159.3% | -106.6% | +46.4% |
| All | +62.7% | +549.5% | -486.8% | +38.1% |
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