+131.5%
RTX vs UMAC
+494.0%
-362.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -5.2% | -0.9% | -4.2% | -5.1% |
| 30D | -9.4% | -7.7% | -1.7% | -9.3% |
| 3M | +12.3% | -26.4% | +38.7% | +12.6% |
| 6M | -3.1% | +61.9% | -65.0% | -5.0% |
| YTD | +10.7% | +86.5% | -75.8% | +8.1% |
| 1Y | +28.4% | +156.3% | -127.9% | +24.5% |
| All | +131.5% | +494.0% | -362.5% | +116.8% |
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