+6.4%
RRX vs UMAC
+508.0%
-501.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -2.2% |
| 7D | -0.7% | +3.3% | -4.0% | -0.9% |
| 30D | -8.0% | -10.4% | +2.4% | -7.7% |
| 3M | -25.1% | +1.8% | -26.8% | -25.6% |
| 6M | -18.3% | +40.7% | -59.0% | -20.7% |
| YTD | +14.2% | +90.9% | -76.7% | +9.0% |
| 1Y | +13.0% | +151.8% | -138.7% | +6.3% |
| All | +6.4% | +508.0% | -501.6% | -3.5% |
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