+40.8%
RSP vs UMAC
+508.0%
-467.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.8% |
| 7D | -1.8% | +3.3% | -5.1% | -1.9% |
| 30D | -2.5% | -10.4% | +7.9% | -2.5% |
| 3M | +3.0% | +1.8% | +1.2% | +2.6% |
| 6M | +8.9% | +40.7% | -31.8% | +7.2% |
| YTD | +13.0% | +90.9% | -77.9% | +10.2% |
| 1Y | +16.2% | +151.8% | -135.5% | +12.5% |
| All | +40.8% | +508.0% | -467.2% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling