+8.2%
RRX vs UMAC
+473.8%
-465.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.8% |
| 7D | -0.3% | -3.4% | +3.1% | -0.2% |
| 30D | -6.1% | -15.1% | +9.0% | -5.6% |
| 3M | -23.1% | -10.8% | -12.3% | -23.2% |
| 6M | -19.5% | +15.7% | -35.2% | -21.3% |
| YTD | +16.1% | +80.1% | -64.1% | +11.1% |
| 1Y | +12.9% | +116.7% | -103.8% | +6.8% |
| All | +8.2% | +473.8% | -465.5% | -1.6% |
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