+42.2%
RSP vs UMAC
+549.5%
-507.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.4% | -1.2% |
| 7D | -0.4% | +14.7% | -15.1% | -0.7% |
| 30D | -1.5% | -0.5% | -1.0% | -1.6% |
| 3M | +4.8% | +0.5% | +4.3% | +4.4% |
| 6M | +10.3% | +57.9% | -47.7% | +8.3% |
| YTD | +14.1% | +103.9% | -89.9% | +11.2% |
| 1Y | +17.0% | +159.3% | -142.3% | +13.2% |
| All | +42.2% | +549.5% | -507.3% | +32.4% |
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