+28.1%
RSG vs UMAC
+473.8%
-445.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.7% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | +4.0% | -15.1% | +19.1% | +3.9% |
| 3M | +7.4% | -10.8% | +18.1% | +7.5% |
| 6M | +0.1% | +15.7% | -15.6% | +0.3% |
| YTD | +6.0% | +80.1% | -74.1% | +6.2% |
| 1Y | -3.0% | +116.7% | -119.7% | -2.9% |
| All | +28.1% | +473.8% | -445.7% | +27.1% |
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 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